+2,188.7%
XLK vs ET
+1,438.5%
+750.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.5% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -0.6% | +2.9% | -3.5% | -1.3% |
| 3M | +2.6% | +16.8% | -14.2% | -1.0% |
| 6M | +34.0% | +18.9% | +15.1% | +28.7% |
| YTD | +30.7% | +37.7% | -7.0% | +21.5% |
| 1Y | +39.2% | +32.4% | +6.8% | +30.4% |
| 3Y | +120.4% | +99.5% | +20.9% | +89.5% |
| 5Y | +148.8% | +244.0% | -95.2% | +90.2% |
| 10Y | +803.3% | +172.1% | +631.2% | +578.6% |
| All | +2,188.7% | +1,438.5% | +750.2% | +685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling