+1,477.5%
XLK vs EL
+607.0%
+870.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | +2.3% | -2.4% | +4.7% | +3.0% |
| 30D | +0.8% | +13.7% | -12.8% | -3.7% |
| 3M | +4.1% | +14.5% | -10.4% | -1.1% |
| 6M | +34.8% | +7.4% | +27.3% | +29.1% |
| YTD | +30.8% | -4.7% | +35.5% | +28.4% |
| 1Y | +42.4% | +12.9% | +29.4% | +31.4% |
| 3Y | +121.8% | -32.2% | +154.0% | +124.5% |
| 5Y | +146.6% | -68.4% | +215.0% | +219.4% |
| 10Y | +804.3% | +28.3% | +776.0% | +636.2% |
| All | +1,477.5% | +607.0% | +870.6% | +618.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling