+23.5%
XLP vs FN
-36.4%
+59.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | -1.5% |
| 7D | +3.5% | -16.0% | +19.5% | +2.7% |
| 30D | +11.6% | -40.1% | +51.7% | +9.3% |
| 3M | +7.6% | -43.9% | +51.5% | +5.4% |
| 6M | +10.0% | -55.6% | +65.7% | +7.7% |
| YTD | +19.7% | -35.7% | +55.4% | +18.1% |
| 1Y | +23.5% | -39.8% | +63.3% | +21.6% |
| All | +23.5% | -36.4% | +59.9% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling