+788.5%
XLK vs EL
+26.1%
+762.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.2% | -6.5% | +6.7% | +2.3% |
| 30D | -0.6% | +11.1% | -11.8% | -4.6% |
| 3M | +2.6% | +10.7% | -8.2% | -1.6% |
| 6M | +34.0% | +6.9% | +27.1% | +28.4% |
| YTD | +30.7% | -6.3% | +37.0% | +29.0% |
| 1Y | +39.2% | +13.5% | +25.7% | +27.4% |
| 3Y | +120.4% | -33.1% | +153.5% | +127.2% |
| 5Y | +148.8% | -68.8% | +217.6% | +260.6% |
| All | +788.5% | +26.1% | +762.3% | +631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling