+121.8%
XLK vs FE
+48.5%
+73.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.2% |
| 7D | +2.3% | +0.6% | +1.7% | +2.4% |
| 30D | -0.1% | -2.1% | +2.1% | -0.3% |
| 3M | +2.1% | +2.6% | -0.5% | +2.4% |
| 6M | +37.2% | -6.8% | +44.0% | +37.0% |
| YTD | +30.8% | +6.9% | +23.9% | +31.2% |
| 1Y | +42.6% | +11.6% | +31.1% | +43.2% |
| 3Y | +121.8% | +47.7% | +74.1% | +121.3% |
| All | +121.8% | +48.5% | +73.4% | +121.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling