+1,331.5%
XLK vs EXC
+733.4%
+598.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.4% |
| 7D | +3.4% | +1.4% | +2.0% | +2.9% |
| 30D | -10.6% | +8.6% | -19.1% | -13.0% |
| 3M | -10.6% | +2.4% | -13.0% | -11.5% |
| 6M | -3.5% | +6.5% | -9.9% | -6.0% |
| YTD | +18.7% | +9.0% | +9.7% | +14.1% |
| 1Y | +19.4% | +4.6% | +14.9% | +16.2% |
| 3Y | +94.5% | +33.5% | +61.0% | +71.3% |
| 5Y | +111.2% | +41.4% | +69.8% | +81.3% |
| 10Y | +707.2% | +204.3% | +502.9% | +436.2% |
| All | +1,331.5% | +733.4% | +598.1% | +744.8% |
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