+42.7%
XLP vs FND
-62.4%
+105.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | +0.1% |
| 7D | -0.2% | -5.1% | +4.9% | +0.4% |
| 30D | +8.2% | +9.2% | -1.0% | +7.0% |
| 3M | +7.7% | -17.7% | +25.4% | +9.7% |
| 6M | +9.3% | +2.5% | +6.8% | +8.3% |
| YTD | +19.5% | -19.8% | +39.3% | +21.1% |
| 1Y | +21.0% | -22.7% | +43.7% | +23.0% |
| 3Y | +43.2% | -38.3% | +81.5% | +45.7% |
| 5Y | +42.7% | -63.0% | +105.7% | +45.0% |
| All | +42.7% | -62.4% | +105.1% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling