+715.5%
XLI vs FN
+3,620.5%
-2,905.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.1% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | -5.9% | -22.0% | +16.0% | -2.7% |
| 3M | -0.3% | -43.0% | +42.7% | +7.4% |
| 6M | +0.1% | -27.7% | +27.9% | +2.5% |
| YTD | +13.6% | -10.5% | +24.1% | +11.4% |
| 1Y | +17.2% | +12.5% | +4.7% | +9.8% |
| 3Y | +68.2% | +153.8% | -85.6% | +30.8% |
| 5Y | +80.7% | +288.0% | -207.3% | +27.0% |
| 10Y | +253.3% | +906.4% | -653.2% | +106.3% |
| All | +715.5% | +3,620.5% | -2,905.0% | +294.0% |
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