+145.7%
XLK vs ACWI
+67.7%
+78.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +2.3% | +1.1% | +1.2% | +0.8% |
| 30D | -0.1% | -0.2% | +0.1% | +0.3% |
| 3M | +2.1% | +4.7% | -2.6% | -3.8% |
| 6M | +37.2% | +14.5% | +22.7% | +14.4% |
| YTD | +30.8% | +14.6% | +16.2% | +9.0% |
| 1Y | +42.6% | +21.4% | +21.2% | +9.9% |
| 3Y | +121.8% | +77.6% | +44.2% | +3.6% |
| 5Y | +145.7% | +68.1% | +77.6% | +27.3% |
| All | +145.7% | +67.7% | +78.0% | +27.3% |
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