+153.1%
EXPE vs TECH
+178.6%
-25.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.8% |
| 7D | -9.8% | +0.2% | -9.9% | -9.8% |
| 30D | -11.5% | +0.1% | -11.6% | -11.5% |
| 3M | +21.7% | +37.5% | -15.8% | +6.2% |
| 6M | +10.4% | +34.6% | -24.2% | -4.2% |
| YTD | -2.5% | +23.5% | -26.0% | -12.9% |
| 1Y | +27.3% | +34.4% | -7.0% | +8.7% |
| 3Y | +153.5% | +2.3% | +151.2% | +128.9% |
| 5Y | +91.1% | -41.7% | +132.8% | +115.5% |
| 10Y | +153.1% | +177.6% | -24.5% | +45.5% |
| All | +153.1% | +178.6% | -25.5% | +45.5% |
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