+148.7%
XLK vs BND
-2.6%
+151.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.2% | -1.0% | +1.2% | +0.9% |
| 30D | -0.6% | -1.1% | +0.5% | +0.2% |
| 3M | +2.6% | -1.9% | +4.4% | +4.0% |
| 6M | +34.0% | -1.6% | +35.6% | +35.7% |
| YTD | +30.7% | -1.2% | +31.9% | +32.0% |
| 1Y | +39.2% | -0.7% | +39.9% | +40.1% |
| 3Y | +120.4% | +12.5% | +107.9% | +101.7% |
| All | +148.7% | -2.6% | +151.3% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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