+736.5%
XLK vs FN
+763.2%
-26.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.8% |
| 7D | +7.0% | +20.8% | -13.8% | +1.4% |
| 30D | -11.5% | -17.3% | +5.8% | -7.8% |
| 3M | -7.9% | -38.1% | +30.2% | +2.5% |
| 6M | -0.6% | -44.2% | +43.7% | +11.7% |
| YTD | +21.1% | -22.3% | +43.4% | +20.5% |
| 1Y | +18.8% | -20.9% | +39.8% | +17.0% |
| 3Y | +97.3% | +111.1% | -13.8% | +35.8% |
| 5Y | +115.5% | +191.8% | -76.3% | +28.5% |
| All | +736.5% | +763.2% | -26.8% | +263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling