+14.3%
XLI vs FND
-45.3%
+59.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -1.7% | -5.8% | +4.1% | -0.7% |
| 30D | -7.3% | -20.2% | +12.9% | -3.9% |
| 3M | -1.3% | -12.0% | +10.6% | +0.2% |
| 6M | +2.2% | -18.5% | +20.7% | +4.5% |
| YTD | +11.7% | -22.3% | +34.0% | +14.7% |
| 1Y | +14.3% | -47.6% | +61.9% | +24.4% |
| All | +14.3% | -45.3% | +59.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling