+804.3%
XLK vs FN
+890.7%
-86.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.3% | +5.8% | -3.5% | +0.8% |
| 30D | +0.8% | -20.6% | +21.5% | +6.4% |
| 3M | +4.1% | -28.6% | +32.7% | +11.9% |
| 6M | +34.8% | -20.7% | +55.5% | +37.7% |
| YTD | +30.8% | -8.1% | +38.9% | +26.4% |
| 1Y | +42.4% | +13.3% | +29.0% | +28.4% |
| 3Y | +121.8% | +175.7% | -53.9% | +44.1% |
| 5Y | +146.6% | +297.4% | -150.8% | +37.4% |
| 10Y | +804.3% | +950.9% | -146.7% | +272.4% |
| All | +804.3% | +890.7% | -86.4% | +272.4% |
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