+2,219.9%
XLK vs EFV
+253.2%
+1,966.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | +2.3% | -0.5% | +2.8% | +2.7% |
| 30D | +0.8% | 0.0% | +0.8% | +0.8% |
| 3M | +4.1% | +8.4% | -4.4% | -2.0% |
| 6M | +34.8% | +12.3% | +22.4% | +23.6% |
| YTD | +30.8% | +17.4% | +13.4% | +16.0% |
| 1Y | +42.4% | +27.1% | +15.2% | +18.9% |
| 3Y | +121.8% | +90.7% | +31.1% | +36.8% |
| 5Y | +146.6% | +95.6% | +51.0% | +49.8% |
| 10Y | +804.3% | +165.3% | +639.0% | +343.4% |
| All | +2,219.9% | +253.2% | +1,966.8% | +813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling