+228.0%
XLI vs FN
+772.0%
-544.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.7% |
| 7D | -1.5% | -4.1% | +2.6% | -1.2% |
| 30D | -0.3% | -28.3% | +28.0% | +4.6% |
| 3M | -8.4% | -33.9% | +25.5% | -3.3% |
| 6M | -2.1% | -43.9% | +41.8% | +4.7% |
| YTD | +9.6% | -23.4% | +33.1% | +8.5% |
| 1Y | +10.7% | -25.4% | +36.1% | +9.5% |
| 3Y | +71.6% | +107.9% | -36.3% | +29.3% |
| 5Y | +70.8% | +195.1% | -124.3% | +14.3% |
| 10Y | +228.0% | +794.1% | -566.1% | +72.4% |
| All | +228.0% | +772.0% | -544.0% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling