+53.0%
XLY vs FN
+121.0%
-67.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.7% |
| 7D | -1.1% | +8.0% | -9.1% | -2.1% |
| 30D | +7.8% | -19.1% | +26.9% | +9.7% |
| 3M | +1.7% | -29.8% | +31.5% | +4.5% |
| 6M | +1.8% | -43.2% | +45.0% | +6.4% |
| YTD | +2.0% | -18.9% | +20.9% | -0.6% |
| 1Y | +1.8% | -17.9% | +19.7% | -1.4% |
| All | +53.0% | +121.0% | -67.9% | +13.3% |
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