+235.2%
XLI vs FN
+837.6%
-602.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.9% | -8.0% | +1.8% |
| 7D | -0.5% | +16.3% | -16.8% | -3.5% |
| 30D | -0.2% | -24.7% | +24.5% | +3.8% |
| 3M | -8.6% | -34.9% | +26.4% | -3.2% |
| 6M | -2.0% | -41.1% | +39.1% | +4.0% |
| YTD | +9.7% | -19.6% | +29.4% | +7.7% |
| 1Y | +11.4% | -18.5% | +29.9% | +8.5% |
| 3Y | +74.2% | +119.1% | -44.9% | +30.1% |
| 5Y | +70.0% | +206.9% | -137.0% | +13.1% |
| 10Y | +235.2% | +826.4% | -591.2% | +74.9% |
| All | +235.2% | +837.6% | -602.3% | +74.9% |
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