+67.4%
XLI vs FN
+101.0%
-33.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.5% | -1.3% |
| 7D | -2.8% | 0.0% | -2.8% | -3.1% |
| 30D | -3.1% | -34.3% | +31.2% | +1.3% |
| 3M | -11.7% | -39.9% | +28.1% | -7.2% |
| 6M | -7.6% | -51.8% | +44.3% | -1.2% |
| YTD | +5.7% | -28.1% | +33.9% | +5.9% |
| 1Y | +7.8% | -29.1% | +36.9% | +7.8% |
| 3Y | +67.4% | +102.4% | -35.1% | +37.7% |
| All | +67.4% | +101.0% | -33.6% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling