+120.4%
XLK vs EFV
+90.2%
+30.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.9% |
| 30D | -0.6% | +0.6% | -1.3% | -1.2% |
| 3M | +2.6% | +7.5% | -5.0% | -3.7% |
| 6M | +34.0% | +13.0% | +20.9% | +20.5% |
| YTD | +30.7% | +18.3% | +12.4% | +12.6% |
| 1Y | +39.2% | +26.7% | +12.5% | +13.0% |
| 3Y | +120.4% | +89.6% | +30.8% | +28.8% |
| All | +120.4% | +90.2% | +30.2% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling