+788.5%
XLK vs BR
+189.7%
+598.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +0.2% | -3.0% | +3.2% | +1.8% |
| 30D | -0.6% | -0.3% | -0.3% | -0.8% |
| 3M | +2.6% | +17.3% | -14.7% | -7.3% |
| 6M | +34.0% | -6.7% | +40.7% | +36.9% |
| YTD | +30.7% | -23.4% | +54.1% | +48.6% |
| 1Y | +39.2% | -32.7% | +71.9% | +70.7% |
| 3Y | +120.4% | -5.9% | +126.3% | +114.7% |
| 5Y | +148.8% | +8.4% | +140.4% | +116.3% |
| All | +788.5% | +189.7% | +598.8% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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