+145.6%
XLK vs ED
+66.8%
+78.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.5% |
| 7D | -0.4% | -1.9% | +1.5% | -0.6% |
| 30D | -0.5% | +0.1% | -0.6% | -0.4% |
| 3M | +5.0% | 0.0% | +5.0% | +5.0% |
| 6M | +32.9% | -2.5% | +35.4% | +32.8% |
| YTD | +29.0% | +10.1% | +18.9% | +29.0% |
| 1Y | +37.8% | +13.6% | +24.3% | +37.8% |
| 3Y | +118.7% | +32.4% | +86.2% | +108.1% |
| 5Y | +145.6% | +69.9% | +75.7% | +134.9% |
| All | +145.6% | +66.8% | +78.8% | +134.9% |
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