+649.4%
XLK vs FND
+54.9%
+594.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -0.4% | -5.1% | +4.7% | +0.9% |
| 30D | -0.5% | -22.5% | +22.1% | +5.9% |
| 3M | +5.0% | -5.0% | +10.0% | +5.3% |
| 6M | +32.9% | -21.5% | +54.4% | +38.9% |
| YTD | +29.0% | -23.0% | +52.0% | +34.6% |
| 1Y | +37.8% | -44.9% | +82.7% | +56.2% |
| 3Y | +118.7% | -50.0% | +168.7% | +143.3% |
| 5Y | +145.6% | -63.3% | +208.9% | +182.6% |
| All | +649.4% | +54.9% | +594.4% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling