+20.7%
XLK vs ET
+24.7%
-4.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.6% |
| 7D | -7.6% | -6.0% | -1.6% | -8.6% |
| 30D | -12.2% | -6.1% | -6.1% | -13.2% |
| 3M | -5.5% | -2.7% | -2.8% | -5.6% |
| 6M | +9.2% | +0.2% | +8.9% | +10.3% |
| YTD | +23.0% | +24.3% | -1.3% | +23.4% |
| 1Y | +20.7% | +26.4% | -5.7% | +20.0% |
| All | +20.7% | +24.7% | -4.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling