+69.9%
XLI vs FN
+169.4%
-99.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.6% |
| 7D | +3.8% | +0.3% | +3.5% | +3.6% |
| 30D | +1.0% | -16.5% | +17.6% | +2.9% |
| 3M | -8.9% | -42.1% | +33.2% | -3.1% |
| 6M | -2.3% | -52.9% | +50.6% | +5.9% |
| YTD | +9.7% | -28.0% | +37.6% | +9.6% |
| 1Y | +12.3% | -18.5% | +30.8% | +9.7% |
| 3Y | +71.5% | +93.9% | -22.4% | +36.4% |
| All | +69.9% | +169.4% | -99.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling