+20.7%
XLK vs FN
-25.7%
+46.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +1.3% |
| 7D | -7.6% | -7.0% | -0.6% | -6.4% |
| 30D | -12.2% | -24.7% | +12.6% | -7.2% |
| 3M | -5.5% | -35.7% | +30.2% | +2.2% |
| 6M | +9.2% | -52.4% | +61.6% | +23.7% |
| YTD | +23.0% | -25.0% | +48.0% | +23.6% |
| 1Y | +20.7% | -25.7% | +46.4% | +20.6% |
| All | +20.7% | -25.7% | +46.4% | +20.6% |
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