+118.9%
XLU vs FND
+54.9%
+64.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.2% | -5.1% | +3.9% | -0.6% |
| 30D | -2.5% | -22.5% | +20.0% | +0.4% |
| 3M | -2.7% | -5.0% | +2.3% | -2.6% |
| 6M | -7.5% | -21.5% | +14.1% | -5.5% |
| YTD | +0.9% | -23.0% | +24.0% | +3.0% |
| 1Y | +3.3% | -44.9% | +48.2% | +9.5% |
| 3Y | +47.3% | -50.0% | +97.3% | +54.8% |
| 5Y | +44.4% | -63.3% | +107.7% | +53.2% |
| All | +118.9% | +54.9% | +64.0% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling