+20.7%
XLK vs FE
+6.1%
+14.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.6% | +1.7% | -9.3% | -7.0% |
| 30D | -12.2% | +8.1% | -20.3% | -9.8% |
| 3M | -5.5% | -1.3% | -4.1% | -5.8% |
| 6M | +9.2% | +2.9% | +6.3% | +10.8% |
| YTD | +23.0% | +8.6% | +14.5% | +26.2% |
| 1Y | +20.7% | +6.3% | +14.4% | +24.1% |
| All | +20.7% | +6.1% | +14.6% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling