+103.5%
XLK vs FN
+170.4%
-66.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.2% | -1.6% |
| 7D | -8.2% | 0.0% | -8.2% | -8.7% |
| 30D | -18.2% | -34.3% | +16.1% | -9.7% |
| 3M | -11.0% | -39.9% | +28.9% | -0.7% |
| 6M | -2.9% | -51.8% | +48.9% | +12.9% |
| YTD | +14.8% | -28.1% | +43.0% | +16.6% |
| 1Y | +14.5% | -29.1% | +43.6% | +16.0% |
| 3Y | +94.2% | +102.4% | -8.2% | +34.5% |
| All | +103.5% | +170.4% | -66.8% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling