+1,865.2%
XLK vs FN
+3,241.9%
-1,376.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.9% | -8.1% | +1.2% |
| 7D | -1.9% | +16.3% | -18.2% | -5.5% |
| 30D | -14.0% | -24.7% | +10.7% | -9.5% |
| 3M | -9.0% | -34.9% | +25.9% | -2.1% |
| 6M | -2.4% | -41.1% | +38.7% | +5.9% |
| YTD | +19.1% | -19.6% | +38.7% | +18.7% |
| 1Y | +19.2% | -18.5% | +37.7% | +17.9% |
| 3Y | +99.1% | +119.1% | -20.1% | +53.1% |
| 5Y | +112.0% | +206.9% | -95.0% | +48.6% |
| 10Y | +699.4% | +826.4% | -127.0% | +351.7% |
| All | +1,865.2% | +3,241.9% | -1,376.7% | +838.4% |
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 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