+42.7%
XLP vs FDS
-23.2%
+65.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -0.2% | -2.6% | +2.4% | +0.2% |
| 30D | +8.2% | +14.1% | -5.9% | +5.8% |
| 3M | +7.7% | +19.8% | -12.0% | +4.3% |
| 6M | +9.3% | +55.0% | -45.7% | +0.8% |
| YTD | +19.5% | +15.9% | +3.6% | +16.5% |
| 1Y | +21.0% | +24.2% | -3.2% | +15.7% |
| 3Y | +43.2% | -24.0% | +67.3% | +53.8% |
| 5Y | +42.7% | -23.3% | +66.0% | +46.2% |
| All | +42.7% | -23.2% | +65.9% | +46.2% |
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