+703.1%
XLK vs FN
+772.0%
-68.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.1% |
| 7D | -4.3% | -4.1% | -0.2% | -3.6% |
| 30D | -15.0% | -28.3% | +13.3% | -8.1% |
| 3M | -9.2% | -33.9% | +24.6% | -0.9% |
| 6M | -3.5% | -43.9% | +40.4% | +8.2% |
| YTD | +17.7% | -23.4% | +41.2% | +17.7% |
| 1Y | +14.9% | -25.4% | +40.3% | +15.0% |
| 3Y | +91.8% | +107.9% | -16.1% | +32.6% |
| 5Y | +113.1% | +195.1% | -82.0% | +26.8% |
| 10Y | +703.1% | +794.1% | -91.0% | +247.3% |
| All | +703.1% | +772.0% | -68.8% | +247.3% |
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