+149.1%
XLK vs XRT
-3.7%
+152.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.9% |
| 7D | +2.3% | -2.4% | +4.7% | +3.7% |
| 30D | +0.8% | -6.9% | +7.8% | +4.8% |
| 3M | +4.1% | -0.4% | +4.5% | +3.7% |
| 6M | +34.8% | +2.2% | +32.5% | +32.0% |
| YTD | +30.8% | -0.7% | +31.5% | +30.2% |
| 1Y | +42.4% | -2.0% | +44.3% | +42.3% |
| 3Y | +121.8% | +41.0% | +80.8% | +76.1% |
| All | +149.1% | -3.7% | +152.8% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling