+1,900.7%
XLK vs BND
+75.1%
+1,825.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -0.4% | -0.9% | +0.5% | -0.4% |
| 30D | -0.5% | -1.0% | +0.5% | -0.5% |
| 3M | +5.0% | -1.2% | +6.2% | +5.0% |
| 6M | +32.9% | -2.0% | +34.8% | +32.7% |
| YTD | +29.0% | -1.2% | +30.1% | +28.9% |
| 1Y | +37.8% | -0.5% | +38.3% | +37.9% |
| 3Y | +118.7% | +12.4% | +106.3% | +120.7% |
| 5Y | +145.6% | -2.5% | +148.0% | +134.0% |
| 10Y | +791.5% | +15.0% | +776.5% | +855.6% |
| All | +1,900.7% | +75.1% | +1,825.6% | +2,741.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling