+1,842.5%
XLK vs ACWI
+340.5%
+1,502.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | +3.4% | +2.4% | +0.9% | +0.9% |
| 30D | -10.6% | -1.7% | -8.9% | -8.7% |
| 3M | -10.6% | -3.9% | -6.7% | -6.5% |
| 6M | -3.5% | +0.8% | -4.3% | -3.3% |
| YTD | +18.7% | +11.0% | +7.7% | +8.1% |
| 1Y | +19.4% | +13.1% | +6.4% | +6.9% |
| 3Y | +94.5% | +73.9% | +20.6% | +15.7% |
| 5Y | +111.2% | +59.0% | +52.2% | +39.6% |
| 10Y | +707.2% | +224.4% | +482.8% | +190.8% |
| All | +1,842.5% | +340.5% | +1,502.0% | +426.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling