+227.3%
XLI vs FN
+763.2%
-535.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | +4.3% | +20.8% | -16.5% | +0.7% |
| 30D | +0.5% | -17.3% | +17.8% | +2.9% |
| 3M | -8.6% | -38.1% | +29.5% | -2.4% |
| 6M | -2.3% | -44.2% | +41.9% | +4.6% |
| YTD | +10.1% | -22.3% | +32.4% | +8.6% |
| 1Y | +11.0% | -20.9% | +31.9% | +8.6% |
| 3Y | +72.3% | +111.1% | -38.8% | +29.4% |
| 5Y | +70.8% | +191.8% | -121.0% | +14.6% |
| All | +227.3% | +763.2% | -535.9% | +70.3% |
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