+839.2%
XLK vs EWT
+591.5%
+247.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.3% | +2.1% | +0.2% | +1.1% |
| 30D | +0.8% | +9.4% | -8.5% | -4.2% |
| 3M | +4.1% | +10.9% | -6.8% | -2.0% |
| 6M | +34.8% | +57.9% | -23.2% | +3.7% |
| YTD | +30.8% | +75.9% | -45.1% | -5.4% |
| 1Y | +42.4% | +89.7% | -47.4% | -1.3% |
| 3Y | +121.8% | +200.9% | -79.1% | +19.0% |
| 5Y | +146.6% | +154.5% | -7.9% | +45.8% |
| 10Y | +804.3% | +520.8% | +283.5% | +239.1% |
| All | +839.2% | +591.5% | +247.7% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling