+868.7%
XLK vs EXEL
+264.7%
+604.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | -0.1% | +6.7% | -6.7% | -1.0% |
| 3M | +2.1% | +11.5% | -9.3% | +0.3% |
| 6M | +37.2% | +38.8% | -1.6% | +30.4% |
| YTD | +30.8% | +31.6% | -0.8% | +25.1% |
| 1Y | +42.6% | +53.0% | -10.4% | +33.1% |
| 3Y | +121.8% | +160.8% | -39.0% | +88.0% |
| 5Y | +145.7% | +190.1% | -44.4% | +103.3% |
| 10Y | +782.1% | +367.0% | +415.1% | +537.8% |
| All | +868.7% | +264.7% | +604.0% | +341.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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