+788.5%
XLK vs EXC
+158.0%
+630.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | +0.2% | -1.1% | +1.3% | +0.6% |
| 30D | -0.6% | -3.6% | +3.0% | +0.6% |
| 3M | +2.6% | -4.3% | +6.8% | +3.6% |
| 6M | +34.0% | -9.9% | +43.9% | +37.8% |
| YTD | +30.7% | +1.8% | +28.9% | +28.1% |
| 1Y | +39.2% | +2.9% | +36.3% | +35.5% |
| 3Y | +120.4% | +19.1% | +101.3% | +96.8% |
| 5Y | +148.8% | +44.8% | +104.0% | +99.4% |
| All | +788.5% | +158.0% | +630.5% | +474.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling