+776.9%
XLK vs FE
+114.8%
+662.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | -0.5% | -1.3% | +0.8% | -0.1% |
| 3M | +5.0% | +0.6% | +4.4% | +4.5% |
| 6M | +32.9% | -6.8% | +39.7% | +35.1% |
| YTD | +29.0% | +6.4% | +22.6% | +25.6% |
| 1Y | +37.8% | +11.3% | +26.6% | +32.1% |
| 3Y | +118.7% | +47.1% | +71.6% | +87.1% |
| 5Y | +145.6% | +50.4% | +95.2% | +106.7% |
| All | +776.9% | +114.8% | +662.1% | +611.0% |
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