+788.5%
XLK vs XRT
+128.2%
+660.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.6% |
| 7D | +0.2% | -3.2% | +3.4% | +1.9% |
| 30D | -0.6% | -4.5% | +3.9% | +1.7% |
| 3M | +2.6% | -3.1% | +5.6% | +3.8% |
| 6M | +34.0% | +4.2% | +29.7% | +30.2% |
| YTD | +30.7% | -0.1% | +30.8% | +29.8% |
| 1Y | +39.2% | -3.0% | +42.2% | +40.1% |
| 3Y | +120.4% | +41.8% | +78.6% | +78.5% |
| 5Y | +148.8% | -1.3% | +150.1% | +137.8% |
| All | +788.5% | +128.2% | +660.3% | +379.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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