+231.7%
XLI vs FN
+850.1%
-618.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.3% |
| 7D | +0.9% | +8.0% | -7.1% | -0.8% |
| 30D | +1.1% | -19.1% | +20.2% | +3.9% |
| 3M | -7.7% | -29.8% | +22.1% | -3.6% |
| 6M | -1.8% | -43.2% | +41.4% | +4.8% |
| YTD | +11.1% | -18.9% | +30.0% | +8.8% |
| 1Y | +12.1% | -17.9% | +30.0% | +9.0% |
| 3Y | +73.8% | +120.1% | -46.3% | +29.6% |
| 5Y | +73.8% | +206.7% | -132.9% | +15.6% |
| 10Y | +231.7% | +804.7% | -573.0% | +71.6% |
| All | +231.7% | +850.1% | -618.4% | +71.6% |
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