+135.9%
XLU vs FDS
+64.8%
+71.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.6% | -14.0% | +12.4% | +1.9% |
| 30D | -3.3% | -6.2% | +2.9% | -2.1% |
| 3M | -3.2% | +10.2% | -13.3% | -6.4% |
| 6M | -7.0% | +27.4% | -34.4% | -14.8% |
| YTD | +0.6% | -9.3% | +9.9% | +1.2% |
| 1Y | +2.4% | -28.6% | +31.1% | +10.6% |
| 3Y | +46.3% | -36.8% | +83.1% | +62.1% |
| 5Y | +44.0% | -28.6% | +72.6% | +50.1% |
| All | +135.9% | +64.8% | +71.1% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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