+116.1%
XLP vs FND
+57.9%
+58.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.7% |
| 7D | +2.5% | -6.8% | +9.3% | +3.3% |
| 30D | +7.3% | +8.0% | -0.7% | +6.2% |
| 3M | +8.1% | -18.9% | +27.0% | +10.5% |
| 6M | +10.5% | +4.7% | +5.8% | +9.1% |
| YTD | +21.2% | -21.6% | +42.8% | +23.2% |
| 1Y | +22.7% | -22.0% | +44.7% | +24.8% |
| 3Y | +44.8% | -40.4% | +85.2% | +48.6% |
| 5Y | +44.7% | -63.8% | +108.5% | +53.4% |
| All | +116.1% | +57.9% | +58.3% | +89.3% |
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