+736.5%
XLK vs B
+218.7%
+517.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | +7.0% | -6.2% | +13.2% | +8.0% |
| 30D | -11.5% | -6.6% | -4.9% | -10.7% |
| 3M | -7.9% | -7.9% | 0.0% | -7.0% |
| 6M | -0.6% | -16.8% | +16.2% | +1.5% |
| YTD | +21.1% | -11.7% | +32.8% | +22.1% |
| 1Y | +18.8% | +3.5% | +15.4% | +17.3% |
| 3Y | +97.3% | +165.7% | -68.4% | +70.9% |
| 5Y | +115.5% | +108.4% | +7.1% | +89.0% |
| All | +736.5% | +218.7% | +517.8% | +616.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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