+24.2%
XLY vs FN
+212.0%
-187.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -0.9% |
| 7D | -1.1% | +8.0% | -9.1% | -2.6% |
| 30D | +7.8% | -19.1% | +26.9% | +10.4% |
| 3M | +1.7% | -29.8% | +31.5% | +5.6% |
| 6M | +1.8% | -43.2% | +45.0% | +8.0% |
| YTD | +2.0% | -18.9% | +20.9% | -1.5% |
| 1Y | +1.8% | -17.9% | +19.7% | -2.5% |
| 3Y | +53.7% | +120.1% | -66.4% | +6.6% |
| 5Y | +24.2% | +206.7% | -182.5% | -30.2% |
| All | +24.2% | +212.0% | -187.8% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling