+189.3%
TECH vs BG
+111.0%
+78.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | +0.1% | +2.6% | -2.4% | -0.4% |
| 30D | +0.5% | -6.7% | +7.2% | +2.0% |
| 3M | +1.1% | -9.3% | +10.4% | +2.9% |
| 6M | +62.8% | -18.3% | +81.2% | +69.0% |
| YTD | +24.5% | +16.2% | +8.3% | +18.9% |
| 1Y | +20.6% | +7.6% | +13.1% | +17.3% |
| 3Y | +29.5% | +6.6% | +22.9% | +24.2% |
| 5Y | -40.9% | +22.2% | -63.1% | -45.9% |
| All | +189.3% | +111.0% | +78.3% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling