+427.3%
XLU vs FN
+3,082.8%
-2,655.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | +0.1% |
| 7D | +0.7% | -4.1% | +4.8% | +0.8% |
| 30D | +5.6% | -28.3% | +33.9% | +7.4% |
| 3M | +2.1% | -33.9% | +36.0% | +4.1% |
| 6M | -0.9% | -43.9% | +43.0% | +1.5% |
| YTD | +4.6% | -23.4% | +28.0% | +4.1% |
| 1Y | +0.3% | -25.4% | +25.7% | -0.1% |
| 3Y | +58.6% | +107.9% | -49.3% | +43.9% |
| 5Y | +51.5% | +195.1% | -143.6% | +32.4% |
| 10Y | +159.4% | +794.1% | -634.7% | +108.5% |
| All | +427.3% | +3,082.8% | -2,655.5% | +291.3% |
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 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