+26.0%
TECH vs BBWI
-28.0%
+54.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.8% |
| 7D | +0.2% | -6.2% | +6.4% | +1.4% |
| 30D | +0.3% | +19.9% | -19.6% | -3.8% |
| 3M | +1.3% | +7.1% | -5.8% | -1.1% |
| 6M | +54.0% | +13.7% | +40.3% | +47.2% |
| YTD | +24.3% | +9.6% | +14.7% | +18.5% |
| 1Y | +25.8% | -1.6% | +27.4% | +21.8% |
| 3Y | +26.0% | -25.9% | +51.8% | +23.5% |
| All | +26.0% | -28.0% | +54.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling