+120.4%
XLK vs ETR
+143.8%
-23.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | -0.6% | -1.8% | +1.1% | -0.5% |
| 3M | +2.6% | -3.6% | +6.1% | +2.8% |
| 6M | +34.0% | +2.6% | +31.3% | +33.2% |
| YTD | +30.7% | +16.0% | +14.7% | +28.0% |
| 1Y | +39.2% | +20.1% | +19.1% | +35.9% |
| 3Y | +120.4% | +143.6% | -23.2% | +117.1% |
| All | +120.4% | +143.8% | -23.4% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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