+101.4%
XLP vs FN
+900.0%
-798.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -1.0% | -1.7% | +0.7% | -0.9% |
| 30D | -0.9% | -22.0% | +21.1% | +0.1% |
| 3M | +3.8% | -43.0% | +46.8% | +6.4% |
| 6M | -1.7% | -27.7% | +26.0% | -1.3% |
| YTD | +10.3% | -10.5% | +20.8% | +8.7% |
| 1Y | +7.8% | +12.5% | -4.7% | +4.1% |
| 3Y | +27.2% | +153.8% | -126.6% | +10.1% |
| 5Y | +32.5% | +288.0% | -255.5% | +6.6% |
| All | +101.4% | +900.0% | -798.6% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling