+33.0%
XLY vs FN
+173.9%
-140.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.1% | +5.8% | -7.9% | -2.8% |
| 30D | -6.0% | -20.6% | +14.6% | -3.9% |
| 3M | -2.7% | -28.6% | +25.9% | +0.2% |
| 6M | -1.5% | -20.7% | +19.2% | -1.4% |
| YTD | -5.4% | -8.1% | +2.7% | -8.5% |
| 1Y | -3.8% | +13.3% | -17.2% | -11.0% |
| All | +33.0% | +173.9% | -140.9% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling