+19.7%
TECH vs BG
+7.2%
+12.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.2% |
| 7D | +0.1% | -3.8% | +3.8% | +0.5% |
| 30D | +0.2% | -9.6% | +9.8% | +1.4% |
| 3M | +1.0% | -8.5% | +9.5% | +1.5% |
| 6M | +33.3% | -23.0% | +56.3% | +37.8% |
| YTD | +24.2% | +10.9% | +13.3% | +11.6% |
| 1Y | +19.7% | +6.0% | +13.7% | +10.2% |
| All | +19.7% | +7.2% | +12.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling