+44.2%
XLU vs FND
-63.3%
+107.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -1.6% | -5.8% | +4.2% | -1.0% |
| 30D | -3.3% | -20.2% | +16.9% | -1.1% |
| 3M | -3.2% | -12.0% | +8.8% | -2.2% |
| 6M | -7.0% | -18.5% | +11.6% | -5.6% |
| YTD | +0.6% | -22.3% | +22.9% | +2.3% |
| 1Y | +2.4% | -47.6% | +50.1% | +8.5% |
| 3Y | +46.3% | -49.8% | +96.0% | +52.6% |
| All | +44.2% | -63.3% | +107.5% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling