+43.4%
XLK vs FN
+17.1%
+26.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | +0.9% | -1.7% | +2.5% | +1.2% |
| 30D | +0.7% | -22.0% | +22.7% | +5.5% |
| 3M | -2.9% | -43.0% | +40.1% | +7.4% |
| 6M | +34.3% | -27.7% | +62.0% | +39.1% |
| YTD | +30.4% | -10.5% | +40.9% | +26.9% |
| 1Y | +43.4% | +12.5% | +30.9% | +28.2% |
| All | +43.4% | +17.1% | +26.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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