+1,331.5%
XLK vs FDS
+3,256.6%
-1,925.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +3.4% | +1.5% | +1.9% | +2.8% |
| 30D | -10.6% | +14.8% | -25.4% | -15.3% |
| 3M | -10.6% | +16.3% | -26.9% | -16.4% |
| 6M | -3.5% | +66.2% | -69.7% | -22.9% |
| YTD | +18.7% | +16.2% | +2.5% | +6.4% |
| 1Y | +19.4% | +21.8% | -2.4% | +4.7% |
| 3Y | +94.5% | -23.9% | +118.3% | +100.8% |
| 5Y | +111.2% | -23.1% | +134.3% | +116.3% |
| 10Y | +707.2% | +128.7% | +578.5% | +444.5% |
| All | +1,331.5% | +3,256.6% | -1,925.1% | +297.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling