+1,477.5%
XLK vs FDS
+2,815.8%
-1,338.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.8% |
| 7D | +2.3% | -5.4% | +7.7% | +4.3% |
| 30D | -0.1% | +1.6% | -1.6% | -0.9% |
| 3M | +2.1% | +17.7% | -15.6% | -5.8% |
| 6M | +37.2% | +29.1% | +8.1% | +20.4% |
| YTD | +30.8% | +1.0% | +29.8% | +24.6% |
| 1Y | +42.6% | -21.6% | +64.2% | +47.8% |
| 3Y | +121.8% | -30.1% | +151.9% | +138.1% |
| 5Y | +145.7% | -20.7% | +166.4% | +150.2% |
| 10Y | +782.1% | +78.3% | +703.8% | +555.7% |
| All | +1,477.5% | +2,815.8% | -1,338.3% | +365.7% |
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