+120.4%
XLK vs EWT
+198.4%
-78.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | 0.0% |
| 7D | +0.2% | -1.1% | +1.3% | +1.0% |
| 30D | -0.6% | +4.5% | -5.1% | -3.9% |
| 3M | +2.6% | +8.3% | -5.7% | -3.7% |
| 6M | +34.0% | +54.2% | -20.3% | -4.3% |
| YTD | +30.7% | +74.6% | -43.9% | -15.6% |
| 1Y | +39.2% | +84.9% | -45.7% | -14.1% |
| 3Y | +120.4% | +197.5% | -77.1% | -7.2% |
| All | +120.4% | +198.4% | -78.0% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling