+726.5%
XLK vs ACWI
+227.3%
+499.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.1% | +1.7% |
| 7D | -1.2% | -0.7% | -0.5% | -0.1% |
| 30D | -11.2% | -2.0% | -9.2% | -8.5% |
| 3M | -6.2% | -2.2% | -4.0% | -3.0% |
| 6M | -1.7% | +1.9% | -3.6% | -3.1% |
| YTD | +21.5% | +12.0% | +9.6% | +6.2% |
| 1Y | +19.6% | +12.5% | +7.1% | +4.0% |
| 3Y | +97.9% | +75.4% | +22.5% | -0.6% |
| 5Y | +118.9% | +61.5% | +57.4% | +23.8% |
| 10Y | +726.5% | +227.1% | +499.4% | +103.2% |
| All | +726.5% | +227.3% | +499.2% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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