+3.6%
XLY vs FN
-25.7%
+29.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.0% | +10.2% | +4.5% |
| 7D | +6.1% | -7.0% | +13.1% | +6.3% |
| 30D | +10.8% | -24.7% | +35.5% | +12.1% |
| 3M | +3.6% | -35.7% | +39.3% | +5.4% |
| 6M | +4.4% | -52.4% | +56.8% | +8.1% |
| YTD | +3.1% | -25.0% | +28.0% | +2.1% |
| 1Y | +3.6% | -25.7% | +29.2% | +1.3% |
| All | +3.6% | -25.7% | +29.3% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling