+111.4%
XLK vs FDS
-23.2%
+134.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +3.4% | +1.5% | +1.9% | +3.1% |
| 30D | -10.6% | +14.8% | -25.4% | -13.4% |
| 3M | -10.6% | +16.3% | -26.9% | -14.0% |
| 6M | -3.5% | +66.2% | -69.7% | -17.8% |
| YTD | +18.7% | +16.2% | +2.5% | +14.5% |
| 1Y | +19.4% | +21.8% | -2.4% | +12.2% |
| 3Y | +94.5% | -23.9% | +118.3% | +125.6% |
| All | +111.4% | -23.2% | +134.6% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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