+146.6%
XLK vs B
+154.7%
-8.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +0.8% | +9.5% | -8.7% | -1.0% |
| 3M | +4.1% | +14.3% | -10.3% | +1.2% |
| 6M | +34.8% | -1.9% | +36.6% | +33.9% |
| YTD | +30.8% | +4.1% | +26.7% | +28.4% |
| 1Y | +42.4% | +56.1% | -13.8% | +30.7% |
| 3Y | +121.8% | +202.0% | -80.2% | +82.2% |
| 5Y | +146.6% | +158.8% | -12.2% | +99.9% |
| All | +146.6% | +154.7% | -8.1% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling