+719.7%
XLK vs FE
+126.1%
+593.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | +3.4% | +1.2% | +2.1% | +3.0% |
| 30D | -10.6% | +4.5% | -15.1% | -11.8% |
| 3M | -10.6% | +1.3% | -12.0% | -11.1% |
| 6M | -3.5% | +8.7% | -12.1% | -6.3% |
| YTD | +18.7% | +9.2% | +9.5% | +14.6% |
| 1Y | +19.4% | +7.0% | +12.5% | +16.0% |
| 3Y | +94.5% | +51.4% | +43.1% | +64.8% |
| 5Y | +111.2% | +47.7% | +63.5% | +78.9% |
| All | +719.7% | +126.1% | +593.5% | +559.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling