+186.9%
XLK vs EXE
+182.2%
+4.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | +0.2% | -3.1% | +3.4% | +0.7% |
| 30D | -0.6% | -0.9% | +0.3% | -0.5% |
| 3M | +2.6% | +9.6% | -7.0% | +0.9% |
| 6M | +34.0% | -11.6% | +45.6% | +36.2% |
| YTD | +30.7% | -12.6% | +43.2% | +32.8% |
| 1Y | +39.2% | +1.2% | +38.0% | +37.2% |
| 3Y | +120.4% | +18.0% | +102.4% | +110.3% |
| 5Y | +148.8% | +101.1% | +47.7% | +125.8% |
| All | +186.9% | +182.2% | +4.7% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling