+2,319.3%
XLK vs XRT
+514.3%
+1,804.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | +0.9% | +0.8% | +0.1% | +0.4% |
| 30D | +0.7% | -4.2% | +4.9% | +3.0% |
| 3M | -2.9% | +5.1% | -8.0% | -6.1% |
| 6M | +34.3% | +2.4% | +31.8% | +31.6% |
| YTD | +30.4% | +3.2% | +27.2% | +27.1% |
| 1Y | +43.4% | +1.5% | +41.8% | +40.7% |
| 3Y | +116.8% | +40.6% | +76.3% | +74.1% |
| 5Y | +144.0% | -1.0% | +145.0% | +133.6% |
| 10Y | +778.8% | +128.4% | +650.3% | +371.0% |
| All | +2,319.3% | +514.3% | +1,804.9% | +539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling