+233.4%
XLY vs FN
+700.1%
-466.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.3% | +6.9% | +0.9% |
| 7D | +2.0% | +0.3% | +1.8% | +1.8% |
| 30D | +7.6% | -16.5% | +24.1% | +9.9% |
| 3M | +1.5% | -42.1% | +43.6% | +9.8% |
| 6M | +1.5% | -52.9% | +54.4% | +12.2% |
| YTD | +1.1% | -28.0% | +29.1% | -0.3% |
| 1Y | +4.3% | -18.5% | +22.8% | -0.5% |
| 3Y | +51.8% | +93.9% | -42.1% | +10.1% |
| 5Y | +22.8% | +170.5% | -147.7% | -21.3% |
| All | +233.4% | +700.1% | -466.7% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling