+1,331.5%
XLK vs ED
+688.2%
+643.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | +3.4% | +2.1% | +1.3% | +2.8% |
| 30D | -10.6% | +10.4% | -21.0% | -13.3% |
| 3M | -10.6% | +12.5% | -23.2% | -13.9% |
| 6M | -3.5% | +14.9% | -18.4% | -8.0% |
| YTD | +18.7% | +24.8% | -6.1% | +9.8% |
| 1Y | +19.4% | +23.8% | -4.4% | +10.6% |
| 3Y | +94.5% | +51.6% | +42.8% | +64.1% |
| 5Y | +111.2% | +86.4% | +24.8% | +63.9% |
| 10Y | +707.2% | +145.4% | +561.8% | +448.3% |
| All | +1,331.5% | +688.2% | +643.3% | +682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling