+1,477.5%
XLK vs ETR
+1,821.2%
-343.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +0.8% | +2.0% | -1.2% | +0.2% |
| 3M | +4.1% | -1.7% | +5.7% | +4.4% |
| 6M | +34.8% | +3.6% | +31.2% | +32.6% |
| YTD | +30.8% | +18.0% | +12.8% | +23.6% |
| 1Y | +42.4% | +26.2% | +16.1% | +31.8% |
| 3Y | +121.8% | +148.0% | -26.2% | +64.5% |
| 5Y | +146.6% | +126.1% | +20.6% | +86.5% |
| 10Y | +804.3% | +302.3% | +502.0% | +470.5% |
| All | +1,477.5% | +1,821.2% | -343.7% | +789.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling