-2.9%
XLK vs FN
-52.0%
+49.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.2% | -1.4% |
| 7D | -8.2% | 0.0% | -8.2% | -8.5% |
| 30D | -18.2% | -34.3% | +16.1% | -10.5% |
| 3M | -11.0% | -39.9% | +28.9% | -1.7% |
| 6M | -2.9% | -51.8% | +48.9% | +11.1% |
| All | -2.9% | -52.0% | +49.1% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling