+788.5%
XLK vs ALB
+77.7%
+710.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.8% | +5.1% | +2.2% |
| 7D | +0.2% | -6.9% | +7.1% | +1.9% |
| 30D | -0.6% | -8.4% | +7.8% | +1.1% |
| 3M | +2.6% | -25.9% | +28.5% | +9.5% |
| 6M | +34.0% | -29.7% | +63.7% | +43.3% |
| YTD | +30.7% | -16.5% | +47.2% | +32.8% |
| 1Y | +39.2% | +58.7% | -19.5% | +19.1% |
| 3Y | +120.4% | -34.0% | +154.4% | +118.7% |
| 5Y | +148.8% | -48.3% | +197.1% | +152.3% |
| All | +788.5% | +77.7% | +710.8% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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