+39.2%
XLK vs FND
-45.3%
+84.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.2% |
| 7D | +0.2% | -5.8% | +6.0% | +0.9% |
| 30D | -0.6% | -20.2% | +19.6% | +2.1% |
| 3M | +2.6% | -12.0% | +14.5% | +3.7% |
| 6M | +34.0% | -18.5% | +52.5% | +35.8% |
| YTD | +30.7% | -22.3% | +52.9% | +32.9% |
| 1Y | +39.2% | -47.6% | +86.8% | +47.2% |
| All | +39.2% | -45.3% | +84.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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