+1,351.8%
QLD vs TECH
+208.1%
+1,143.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -10.3% | +0.2% | -10.4% | -10.4% |
| 30D | -26.1% | +0.3% | -26.4% | -26.2% |
| 3M | -17.8% | +1.3% | -19.1% | -18.4% |
| 6M | -15.6% | +54.0% | -69.5% | -38.6% |
| YTD | +5.4% | +24.3% | -18.9% | -15.5% |
| 1Y | +5.2% | +25.8% | -20.6% | -16.8% |
| 3Y | +139.4% | +26.0% | +113.5% | +63.0% |
| 5Y | +66.7% | -40.1% | +106.8% | +120.1% |
| All | +1,351.8% | +208.1% | +1,143.7% | +376.5% |
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