+415.7%
XLU vs FN
+3,620.5%
-3,204.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | +0.8% | -1.7% | +2.5% | +0.9% |
| 30D | -1.3% | -22.0% | +20.7% | 0.0% |
| 3M | -1.3% | -43.0% | +41.7% | +1.6% |
| 6M | -7.6% | -27.7% | +20.1% | -6.9% |
| YTD | +2.3% | -10.5% | +12.8% | +1.3% |
| 1Y | +5.8% | +12.5% | -6.7% | +2.9% |
| 3Y | +50.5% | +153.8% | -103.3% | +35.4% |
| 5Y | +44.1% | +288.0% | -243.9% | +24.2% |
| 10Y | +138.2% | +906.4% | -768.2% | +90.9% |
| All | +415.7% | +3,620.5% | -3,204.8% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling