+2,709.8%
TECH vs BB
+258.8%
+2,451.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -5.6% | +5.7% | +0.8% |
| 30D | +0.7% | -11.8% | +12.5% | +2.1% |
| 3M | +36.3% | -25.5% | +61.9% | +40.5% |
| 6M | +25.6% | +121.3% | -95.7% | +12.0% |
| YTD | +23.7% | +103.2% | -79.5% | +11.5% |
| 1Y | +37.6% | +102.6% | -65.0% | +23.5% |
| 3Y | -6.6% | +37.5% | -44.1% | -14.9% |
| 5Y | -42.2% | -30.4% | -11.8% | -44.3% |
| 10Y | +187.6% | 0.0% | +187.6% | +136.4% |
| All | +2,709.8% | +258.8% | +2,451.0% | +1,358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling