+152.1%
EXE vs TECH
-24.0%
+176.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -0.2% | +0.3% | -0.5% | -0.2% |
| 3M | -9.2% | +1.0% | -10.3% | -9.3% |
| 6M | -7.2% | +54.0% | -61.2% | -12.0% |
| YTD | -18.3% | +24.3% | -42.6% | -21.0% |
| 1Y | -23.6% | +23.7% | -47.3% | -26.1% |
| 3Y | +21.9% | +28.5% | -6.5% | +14.0% |
| 5Y | +73.7% | -41.2% | +114.9% | +76.8% |
| All | +152.1% | -24.0% | +176.1% | +144.8% |
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