+641.7%
BE vs TECH
+87.2%
+554.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | -13.4% | +0.2% | -13.6% | -13.5% |
| 30D | -33.9% | +0.5% | -34.4% | -34.1% |
| 3M | -12.0% | +1.1% | -13.1% | -12.5% |
| 6M | -29.0% | +51.0% | -80.0% | -46.3% |
| YTD | +113.4% | +24.4% | +89.0% | +73.4% |
| 1Y | +33.2% | +27.4% | +5.7% | +5.5% |
| 3Y | +1,659.2% | +28.5% | +1,630.7% | +1,127.4% |
| 5Y | +461.4% | -40.9% | +502.2% | +643.7% |
| All | +641.7% | +87.2% | +554.5% | +367.0% |
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