+668.0%
BE vs TECH
+87.3%
+580.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | +0.1% | +10.7% | +10.7% |
| 30D | -19.8% | +0.5% | -20.3% | -20.0% |
| 3M | -18.7% | +1.1% | -19.8% | -19.2% |
| 6M | -33.7% | +62.8% | -96.6% | -52.0% |
| YTD | +121.0% | +24.5% | +96.5% | +79.4% |
| 1Y | +85.4% | +20.6% | +64.8% | +52.8% |
| 3Y | +1,709.5% | +29.5% | +1,680.0% | +1,154.7% |
| 5Y | +462.2% | -40.9% | +503.1% | +645.3% |
| All | +668.0% | +87.3% | +580.6% | +383.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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