+151.5%
EXC vs TECH
+178.6%
-27.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.2% | +0.2% | +1.0% | +1.2% |
| 30D | -2.7% | +0.1% | -2.9% | -2.7% |
| 3M | -1.0% | +37.5% | -38.5% | -5.9% |
| 6M | -9.3% | +34.6% | -43.8% | -14.2% |
| YTD | +3.6% | +23.5% | -19.9% | -1.1% |
| 1Y | +5.9% | +34.4% | -28.5% | -1.0% |
| 3Y | +21.3% | +2.3% | +19.0% | +15.9% |
| 5Y | +46.2% | -41.7% | +87.9% | +57.0% |
| 10Y | +151.5% | +177.6% | -26.2% | +81.2% |
| All | +151.5% | +178.6% | -27.2% | +81.2% |
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