+379.1%
V vs XLK
+807.8%
-428.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.4% |
| 30D | +3.1% | -0.6% | +3.7% | +3.3% |
| 3M | +16.3% | +2.6% | +13.8% | +12.7% |
| 6M | +20.4% | +34.0% | -13.6% | -4.1% |
| YTD | +6.3% | +30.7% | -24.4% | -14.2% |
| 1Y | +8.7% | +39.2% | -30.5% | -16.7% |
| 3Y | +53.3% | +120.4% | -67.1% | -21.0% |
| 5Y | +71.1% | +148.8% | -77.7% | -22.3% |
| All | +379.1% | +807.8% | -428.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling