+33.6%
XLY vs FND
-50.3%
+83.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -1.7% | -5.8% | +4.1% | -0.3% |
| 30D | -4.2% | -20.2% | +16.0% | +1.2% |
| 3M | -2.7% | -12.0% | +9.3% | -0.3% |
| 6M | -0.6% | -18.5% | +17.9% | +3.1% |
| YTD | -5.0% | -22.3% | +17.2% | -0.8% |
| 1Y | -4.1% | -47.6% | +43.5% | +10.5% |
| 3Y | +33.6% | -49.8% | +83.4% | +46.7% |
| All | +33.6% | -50.3% | +83.9% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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