+1,096.1%
XLY vs FDS
+2,552.8%
-1,456.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | +1.4% |
| 7D | -3.9% | -16.0% | +12.1% | +1.3% |
| 30D | -6.1% | -6.7% | +0.6% | -4.3% |
| 3M | -1.2% | +6.0% | -7.1% | -4.0% |
| 6M | -1.8% | +25.1% | -26.9% | -10.7% |
| YTD | -5.9% | -8.1% | +2.3% | -6.3% |
| 1Y | -3.1% | -26.0% | +22.9% | +2.5% |
| 3Y | +36.0% | -36.4% | +72.4% | +50.2% |
| 5Y | +27.6% | -27.7% | +55.3% | +35.0% |
| 10Y | +216.8% | +66.1% | +150.6% | +155.1% |
| All | +1,096.1% | +2,552.8% | -1,456.7% | +382.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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