+788.5%
XLK vs TER
+1,891.7%
-1,103.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.4% |
| 7D | +0.2% | +6.4% | -6.1% | -2.1% |
| 30D | -0.6% | -5.7% | +5.0% | +1.0% |
| 3M | +2.6% | -0.4% | +3.0% | -0.2% |
| 6M | +34.0% | +25.8% | +8.1% | +15.2% |
| YTD | +30.7% | +96.4% | -65.7% | -7.6% |
| 1Y | +39.2% | +229.2% | -190.0% | -22.1% |
| 3Y | +120.4% | +288.1% | -167.7% | +7.1% |
| 5Y | +148.8% | +219.9% | -71.1% | +24.8% |
| All | +788.5% | +1,891.7% | -1,103.3% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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