+96.7%
XLP vs FND
+66.0%
+30.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -1.0% | -5.2% | +4.2% | -0.4% |
| 30D | -0.9% | -19.9% | +19.0% | +1.6% |
| 3M | +3.8% | +2.7% | +1.1% | +3.1% |
| 6M | -1.7% | -21.7% | +19.9% | +0.4% |
| YTD | +10.3% | -17.5% | +27.8% | +11.7% |
| 1Y | +7.8% | -39.3% | +47.1% | +12.9% |
| 3Y | +27.2% | -49.8% | +77.0% | +33.4% |
| 5Y | +32.5% | -60.1% | +92.6% | +38.9% |
| All | +96.7% | +66.0% | +30.6% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling