+113.1%
XLP vs FND
+70.0%
+43.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | +2.3% | +6.8% | -4.5% | +1.5% |
| 30D | +9.1% | +13.1% | -3.9% | +7.4% |
| 3M | +7.9% | -13.1% | +20.9% | +9.4% |
| 6M | +9.6% | -0.6% | +10.2% | +8.9% |
| YTD | +19.4% | -15.5% | +35.0% | +20.4% |
| 1Y | +22.4% | -13.7% | +36.0% | +23.0% |
| 3Y | +43.2% | -35.0% | +78.2% | +45.4% |
| 5Y | +42.6% | -60.1% | +102.6% | +49.4% |
| All | +113.1% | +70.0% | +43.0% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling