+118.3%
XLU vs FND
+56.5%
+61.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -1.6% | -5.8% | +4.2% | -0.9% |
| 30D | -3.3% | -20.2% | +16.9% | -0.8% |
| 3M | -3.2% | -12.0% | +8.8% | -2.1% |
| 6M | -7.0% | -18.5% | +11.6% | -5.4% |
| YTD | +0.6% | -22.3% | +22.9% | +2.6% |
| 1Y | +2.4% | -47.6% | +50.1% | +9.3% |
| 3Y | +46.3% | -49.8% | +96.0% | +53.6% |
| 5Y | +44.0% | -63.0% | +106.9% | +52.6% |
| All | +118.3% | +56.5% | +61.8% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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