+111.4%
XLK vs EXC
+41.3%
+70.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | -10.6% | +8.6% | -19.1% | -11.2% |
| 3M | -10.6% | +2.4% | -13.0% | -10.8% |
| 6M | -3.5% | +6.5% | -9.9% | -4.3% |
| YTD | +18.7% | +9.0% | +9.7% | +16.8% |
| 1Y | +19.4% | +4.6% | +14.9% | +18.3% |
| 3Y | +94.5% | +33.5% | +61.0% | +79.1% |
| All | +111.4% | +41.3% | +70.2% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling