-41.2%
TECH vs BB
-20.8%
-20.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.8% |
| 7D | +0.2% | +3.8% | -3.6% | -0.8% |
| 30D | +0.3% | -0.3% | +0.7% | -0.4% |
| 3M | +1.3% | -0.5% | +1.8% | -0.1% |
| 6M | +54.0% | +45.9% | +8.1% | +35.4% |
| YTD | +24.3% | +130.6% | -106.3% | -3.7% |
| 1Y | +25.8% | +89.2% | -63.4% | +1.8% |
| 3Y | +26.0% | +137.5% | -111.5% | -11.3% |
| All | -41.2% | -20.8% | -20.4% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling