+52.0%
V vs XLK
+116.8%
-64.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | +1.2% | -0.5% | +1.7% | +1.2% |
| 3M | +13.9% | +5.0% | +8.9% | +11.9% |
| 6M | +17.2% | +32.9% | -15.6% | +6.1% |
| YTD | +5.3% | +29.0% | -23.6% | -3.9% |
| 1Y | +9.5% | +37.8% | -28.4% | -2.7% |
| All | +52.0% | +116.8% | -64.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling