+143.2%
XLU vs FN
+890.7%
-747.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | +0.6% | +5.8% | -5.2% | +0.3% |
| 30D | -0.4% | -20.6% | +20.2% | +0.9% |
| 3M | -1.7% | -28.6% | +26.9% | -0.1% |
| 6M | -7.1% | -20.7% | +13.6% | -6.9% |
| YTD | +1.9% | -8.1% | +10.1% | +0.6% |
| 1Y | +6.1% | +13.3% | -7.2% | +2.6% |
| 3Y | +48.8% | +175.7% | -126.9% | +29.6% |
| 5Y | +43.8% | +297.4% | -253.6% | +18.7% |
| 10Y | +143.2% | +950.9% | -807.7% | +83.1% |
| All | +143.2% | +890.7% | -747.5% | +83.1% |
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