+697.6%
XLI vs FN
+3,270.0%
-2,572.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.4% |
| 7D | +0.9% | +8.0% | -7.1% | -0.6% |
| 30D | +1.1% | -19.1% | +20.2% | +3.6% |
| 3M | -7.7% | -29.8% | +22.1% | -3.9% |
| 6M | -1.8% | -43.2% | +41.4% | +4.2% |
| YTD | +11.1% | -18.9% | +30.0% | +9.4% |
| 1Y | +12.1% | -17.9% | +30.0% | +9.7% |
| 3Y | +73.8% | +120.1% | -46.3% | +37.0% |
| 5Y | +73.8% | +206.7% | -132.9% | +25.8% |
| 10Y | +231.7% | +804.7% | -573.0% | +95.2% |
| All | +697.6% | +3,270.0% | -2,572.3% | +287.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling