+1,472.6%
XLK vs FE
+409.7%
+1,062.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +0.9% | +1.9% | -1.1% | +0.3% |
| 30D | +0.7% | -1.2% | +1.9% | +1.1% |
| 3M | -2.9% | +3.5% | -6.4% | -4.3% |
| 6M | +34.3% | -6.1% | +40.3% | +36.2% |
| YTD | +30.4% | +7.6% | +22.8% | +26.6% |
| 1Y | +43.4% | +11.9% | +31.4% | +37.2% |
| 3Y | +116.8% | +48.4% | +68.4% | +86.2% |
| 5Y | +144.0% | +44.8% | +99.2% | +109.7% |
| 10Y | +778.8% | +115.9% | +662.9% | +542.6% |
| All | +1,472.6% | +409.7% | +1,062.9% | +955.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling