+788.5%
XLK vs BLK
+283.5%
+505.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.4% |
| 7D | +0.2% | -3.3% | +3.5% | +2.2% |
| 30D | -0.6% | -6.5% | +5.9% | +3.3% |
| 3M | +2.6% | +6.7% | -4.2% | -2.1% |
| 6M | +34.0% | +14.7% | +19.2% | +21.9% |
| YTD | +30.7% | +2.5% | +28.1% | +26.5% |
| 1Y | +39.2% | -2.8% | +42.0% | +38.7% |
| 3Y | +120.4% | +65.9% | +54.6% | +55.2% |
| 5Y | +148.8% | +33.0% | +115.8% | +96.7% |
| All | +788.5% | +283.5% | +505.0% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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