+43.4%
XLK vs EXE
+3.1%
+40.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.6% |
| 7D | +0.9% | -0.3% | +1.1% | +0.8% |
| 30D | +0.7% | +8.5% | -7.7% | +1.1% |
| 3M | -2.9% | +5.5% | -8.4% | -2.7% |
| 6M | +34.3% | -5.9% | +40.1% | +34.6% |
| YTD | +30.4% | -9.7% | +40.1% | +31.3% |
| 1Y | +43.4% | +3.6% | +39.8% | +47.1% |
| All | +43.4% | +3.1% | +40.3% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling