+192.5%
TECH vs BB
+28.9%
+163.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.2% | +11.6% | -11.4% | -1.5% |
| 30D | +0.5% | +2.6% | -2.1% | -0.4% |
| 3M | +1.1% | +3.5% | -2.4% | -0.4% |
| 6M | +51.0% | +43.5% | +7.5% | +39.9% |
| YTD | +24.4% | +141.2% | -116.8% | +5.6% |
| 1Y | +27.4% | +97.4% | -70.0% | +11.2% |
| 3Y | +28.5% | +151.1% | -122.6% | +3.9% |
| 5Y | -40.9% | -12.8% | -28.1% | -47.4% |
| 10Y | +192.5% | +27.5% | +165.0% | +111.8% |
| All | +192.5% | +28.9% | +163.6% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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