+428.1%
XLU vs FN
+3,241.9%
-2,813.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.9% | -10.3% | +0.8% |
| 7D | +0.3% | +16.3% | -16.0% | -0.8% |
| 30D | +5.7% | -24.7% | +30.5% | +7.2% |
| 3M | +1.2% | -34.9% | +36.1% | +3.2% |
| 6M | -0.7% | -41.1% | +40.4% | +1.3% |
| YTD | +4.7% | -19.6% | +24.3% | +4.0% |
| 1Y | +0.4% | -18.5% | +19.0% | -0.6% |
| 3Y | +59.6% | +119.1% | -59.5% | +44.5% |
| 5Y | +52.9% | +206.9% | -154.0% | +33.3% |
| 10Y | +153.5% | +826.4% | -673.0% | +103.3% |
| All | +428.1% | +3,241.9% | -2,813.9% | +290.7% |
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