+42.7%
XLP vs FDS
-19.3%
+62.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | +3.5% | +6.4% | -2.9% | +2.4% |
| 30D | +11.6% | +25.2% | -13.6% | +7.5% |
| 3M | +7.6% | +22.9% | -15.3% | +3.7% |
| 6M | +10.0% | +56.5% | -46.5% | +1.2% |
| YTD | +19.7% | +19.0% | +0.8% | +16.2% |
| 1Y | +23.5% | +32.7% | -9.3% | +16.3% |
| 3Y | +44.0% | -20.4% | +64.4% | +52.9% |
| 5Y | +42.7% | -19.6% | +62.3% | +44.8% |
| All | +42.7% | -19.3% | +62.0% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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