+20.7%
XLK vs EWT
+54.0%
-33.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | -7.6% | -10.9% | +3.3% | 0.0% |
| 30D | -12.2% | -17.7% | +5.6% | +0.4% |
| 3M | -5.5% | -5.0% | -0.4% | -2.3% |
| 6M | +9.2% | +7.4% | +1.8% | +3.7% |
| YTD | +23.0% | +52.8% | -29.8% | -11.4% |
| 1Y | +20.7% | +55.2% | -34.5% | -14.4% |
| All | +20.7% | +54.0% | -33.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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