+1,472.6%
XLK vs EXC
+686.4%
+786.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +0.7% | -3.7% | +4.5% | +1.9% |
| 3M | -2.9% | -1.3% | -1.6% | -3.0% |
| 6M | +34.3% | -9.7% | +44.0% | +37.5% |
| YTD | +30.4% | +2.9% | +27.5% | +27.9% |
| 1Y | +43.4% | +4.4% | +39.0% | +39.7% |
| 3Y | +116.8% | +22.2% | +94.6% | +96.7% |
| 5Y | +144.0% | +46.7% | +97.3% | +106.9% |
| 10Y | +778.8% | +155.3% | +623.4% | +515.0% |
| All | +1,472.6% | +686.4% | +786.2% | +846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling