+856.2%
XLY vs FN
+3,270.0%
-2,413.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | -1.0% |
| 7D | -1.1% | +8.0% | -9.1% | -2.6% |
| 30D | +7.8% | -19.1% | +26.9% | +10.3% |
| 3M | +1.7% | -29.8% | +31.5% | +5.5% |
| 6M | +1.8% | -43.2% | +45.0% | +7.7% |
| YTD | +2.0% | -18.9% | +20.9% | -0.4% |
| 1Y | +1.8% | -17.9% | +19.7% | -1.2% |
| 3Y | +53.7% | +120.1% | -66.4% | +19.4% |
| 5Y | +24.2% | +206.7% | -182.5% | -11.0% |
| 10Y | +236.3% | +804.7% | -568.4% | +98.8% |
| All | +856.2% | +3,270.0% | -2,413.7% | +366.4% |
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