+226.1%
XLI vs FN
+700.1%
-474.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.9% |
| 7D | +3.8% | +0.3% | +3.5% | +3.5% |
| 30D | +1.0% | -16.5% | +17.6% | +3.3% |
| 3M | -8.9% | -42.1% | +33.2% | -1.6% |
| 6M | -2.3% | -52.9% | +50.6% | +7.9% |
| YTD | +9.7% | -28.0% | +37.6% | +9.6% |
| 1Y | +12.3% | -18.5% | +30.8% | +9.1% |
| 3Y | +71.5% | +93.9% | -22.4% | +30.7% |
| 5Y | +70.2% | +170.5% | -100.3% | +15.6% |
| All | +226.1% | +700.1% | -474.1% | +71.8% |
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