+162.4%
XLU vs FN
+700.1%
-537.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.8% | +1.0% |
| 7D | +2.1% | +0.3% | +1.9% | +2.0% |
| 30D | +5.6% | -16.5% | +22.1% | +6.4% |
| 3M | +0.7% | -42.1% | +42.8% | +3.6% |
| 6M | -0.1% | -52.9% | +52.8% | +3.7% |
| YTD | +5.3% | -28.0% | +33.3% | +5.0% |
| 1Y | +2.2% | -18.5% | +20.7% | +0.7% |
| 3Y | +61.6% | +93.9% | -32.2% | +44.2% |
| 5Y | +53.6% | +170.5% | -116.9% | +30.4% |
| All | +162.4% | +700.1% | -537.7% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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