+42.4%
XLK vs FN
+12.8%
+29.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +2.3% | +5.8% | -3.5% | +1.1% |
| 30D | +0.8% | -20.6% | +21.5% | +5.3% |
| 3M | +4.1% | -28.6% | +32.7% | +10.1% |
| 6M | +34.8% | -20.7% | +55.5% | +36.9% |
| YTD | +30.8% | -8.1% | +38.9% | +26.6% |
| 1Y | +42.4% | +13.3% | +29.0% | +26.9% |
| All | +42.4% | +12.8% | +29.5% | +26.9% |
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