+205.9%
XLI vs FND
+58.4%
+147.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -5.8% | -23.6% | +17.7% | -0.1% |
| 3M | +0.7% | +4.3% | -3.6% | -1.1% |
| 6M | +3.2% | -20.3% | +23.5% | +7.1% |
| YTD | +13.0% | -21.3% | +34.3% | +17.2% |
| 1Y | +16.8% | -45.4% | +62.2% | +31.1% |
| 3Y | +72.4% | -48.9% | +121.3% | +89.4% |
| 5Y | +82.8% | -61.0% | +143.8% | +104.4% |
| All | +205.9% | +58.4% | +147.5% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling