+183.8%
EXC vs TECH
+204.1%
-20.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +9.3% | +0.5% | +8.8% | +9.2% |
| 3M | +1.0% | +0.9% | +0.2% | +0.9% |
| 6M | +5.9% | +51.0% | -45.1% | -0.8% |
| YTD | +7.6% | +24.4% | -16.7% | +2.7% |
| 1Y | +2.4% | +27.6% | -25.2% | -2.9% |
| 3Y | +30.2% | +29.9% | +0.3% | +17.8% |
| 5Y | +41.4% | -40.6% | +82.0% | +51.6% |
| 10Y | +183.8% | +196.7% | -13.0% | +108.2% |
| All | +183.8% | +204.1% | -20.4% | +108.2% |
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