+111.4%
XLK vs ED
+85.1%
+26.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.8% |
| 7D | +3.4% | +2.1% | +1.3% | +3.6% |
| 30D | -10.6% | +10.4% | -21.0% | -9.5% |
| 3M | -10.6% | +12.5% | -23.2% | -9.4% |
| 6M | -3.5% | +14.9% | -18.4% | -2.0% |
| YTD | +18.7% | +24.8% | -6.1% | +20.4% |
| 1Y | +19.4% | +23.8% | -4.4% | +21.2% |
| 3Y | +94.5% | +51.6% | +42.8% | +85.9% |
| All | +111.4% | +85.1% | +26.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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