+120.4%
XLK vs ET
+96.2%
+24.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.6% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.6% | +2.9% | -3.5% | -1.7% |
| 3M | +2.6% | +16.8% | -14.2% | -3.8% |
| 6M | +34.0% | +18.9% | +15.1% | +23.9% |
| YTD | +30.7% | +37.7% | -7.0% | +12.0% |
| 1Y | +39.2% | +32.4% | +6.8% | +21.6% |
| 3Y | +120.4% | +99.5% | +20.9% | +73.8% |
| All | +120.4% | +96.2% | +24.3% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling