+806.2%
XLY vs FN
+3,620.5%
-2,814.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.5% | -1.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | -3.1% | -22.0% | +18.8% | 0.0% |
| 3M | -1.8% | -43.0% | +41.2% | +5.6% |
| 6M | -0.9% | -27.7% | +26.9% | +1.1% |
| YTD | -3.4% | -10.5% | +7.1% | -5.9% |
| 1Y | -1.5% | +12.5% | -14.0% | -8.5% |
| 3Y | +38.8% | +153.8% | -115.0% | +6.5% |
| 5Y | +30.5% | +288.0% | -257.5% | -9.0% |
| 10Y | +215.3% | +906.4% | -691.1% | +85.3% |
| All | +806.2% | +3,620.5% | -2,814.4% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling