+2,051.3%
XLK vs FN
+3,620.5%
-1,569.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | +0.9% | -1.7% | +2.5% | +1.2% |
| 30D | +0.7% | -22.0% | +22.7% | +5.4% |
| 3M | -2.9% | -43.0% | +40.1% | +7.8% |
| 6M | +34.3% | -27.7% | +62.0% | +39.5% |
| YTD | +30.4% | -10.5% | +40.9% | +28.4% |
| 1Y | +43.4% | +12.5% | +30.9% | +33.7% |
| 3Y | +116.8% | +153.8% | -37.0% | +63.3% |
| 5Y | +144.0% | +288.0% | -144.0% | +64.9% |
| 10Y | +778.8% | +906.4% | -127.7% | +391.4% |
| All | +2,051.3% | +3,620.5% | -1,569.2% | +915.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling