+44.7%
XLU vs FN
+299.7%
-255.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.7% |
| 7D | +2.1% | +3.5% | -1.5% | +1.9% |
| 30D | -0.4% | -26.0% | +25.6% | +1.0% |
| 3M | +0.5% | -33.3% | +33.7% | +2.2% |
| 6M | -5.8% | -14.9% | +9.1% | -6.1% |
| YTD | +3.1% | -8.6% | +11.7% | +2.0% |
| 1Y | +8.1% | +12.3% | -4.2% | +5.3% |
| 3Y | +50.5% | +174.4% | -123.9% | +34.0% |
| 5Y | +44.7% | +296.4% | -251.7% | +20.6% |
| All | +44.7% | +299.7% | -255.0% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling