+113.1%
XLK vs ACWI
+59.2%
+53.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | -4.3% | -0.2% | -4.1% | -3.9% |
| 30D | -15.0% | -3.3% | -11.7% | -10.6% |
| 3M | -9.2% | -3.4% | -5.8% | -4.3% |
| 6M | -3.5% | +0.8% | -4.3% | -3.6% |
| YTD | +17.7% | +10.7% | +7.0% | +3.5% |
| 1Y | +14.9% | +11.6% | +3.3% | -0.1% |
| 3Y | +91.8% | +73.4% | +18.4% | -7.0% |
| 5Y | +113.1% | +60.2% | +52.9% | +18.6% |
| All | +113.1% | +59.2% | +53.9% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling