+1,477.5%
XLK vs BEN
+397.1%
+1,080.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | +2.3% | +3.4% | -1.0% | +0.9% |
| 30D | +0.8% | +1.8% | -1.0% | 0.0% |
| 3M | +4.1% | +8.4% | -4.3% | +0.4% |
| 6M | +34.8% | +35.6% | -0.9% | +17.9% |
| YTD | +30.8% | +46.4% | -15.6% | +10.6% |
| 1Y | +42.4% | +46.3% | -4.0% | +20.0% |
| 3Y | +121.8% | +54.6% | +67.2% | +76.9% |
| 5Y | +146.6% | +39.4% | +107.2% | +101.7% |
| 10Y | +804.3% | +57.6% | +746.7% | +540.9% |
| All | +1,477.5% | +397.1% | +1,080.4% | +414.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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