+1,477.5%
XLK vs ED
+605.3%
+872.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | -0.1% | +1.1% | -1.1% | -0.4% |
| 3M | +2.1% | +4.6% | -2.5% | +0.4% |
| 6M | +37.2% | -2.0% | +39.1% | +37.1% |
| YTD | +30.8% | +11.7% | +19.1% | +25.3% |
| 1Y | +42.6% | +15.7% | +26.9% | +34.6% |
| 3Y | +121.8% | +34.4% | +87.5% | +94.2% |
| 5Y | +145.7% | +67.3% | +78.4% | +96.8% |
| 10Y | +782.1% | +104.0% | +678.0% | +536.7% |
| All | +1,477.5% | +605.3% | +872.2% | +792.5% |
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