+2,723.4%
TECH vs BB
+307.3%
+2,416.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.4% |
| 7D | +0.2% | +3.8% | -3.6% | -0.4% |
| 30D | +0.3% | -0.3% | +0.7% | 0.0% |
| 3M | +1.3% | -0.5% | +1.8% | +0.6% |
| 6M | +54.0% | +45.9% | +8.1% | +44.5% |
| YTD | +24.3% | +130.6% | -106.3% | +9.6% |
| 1Y | +25.8% | +89.2% | -63.4% | +13.4% |
| 3Y | +26.0% | +137.5% | -111.5% | +7.3% |
| 5Y | -40.1% | -20.9% | -19.2% | -43.4% |
| 10Y | +210.6% | +25.4% | +185.2% | +147.2% |
| All | +2,723.4% | +307.3% | +2,416.1% | +1,333.1% |
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