+649.7%
XLU vs FDS
+2,815.8%
-2,166.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.6% |
| 7D | +2.1% | -5.4% | +7.5% | +3.1% |
| 30D | -0.4% | +1.6% | -1.9% | -0.8% |
| 3M | +0.5% | +17.7% | -17.3% | -3.1% |
| 6M | -5.8% | +29.1% | -34.8% | -11.5% |
| YTD | +3.1% | +1.0% | +2.2% | +1.0% |
| 1Y | +8.1% | -21.6% | +29.7% | +10.7% |
| 3Y | +50.5% | -30.1% | +80.6% | +56.6% |
| 5Y | +44.7% | -20.7% | +65.5% | +46.1% |
| 10Y | +136.8% | +78.3% | +58.5% | +104.2% |
| All | +649.7% | +2,815.8% | -2,166.1% | +335.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling