+183.5%
TECH vs BG
+171.4%
+12.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -0.5% | +3.7% | -4.2% | -1.3% |
| 30D | 0.0% | +12.3% | -12.3% | -2.6% |
| 3M | +37.4% | -2.2% | +39.7% | +37.6% |
| 6M | +36.9% | +5.3% | +31.5% | +34.5% |
| YTD | +23.1% | +42.4% | -19.3% | +13.0% |
| 1Y | +42.2% | +55.2% | -12.9% | +27.8% |
| 3Y | +1.9% | +21.0% | -19.0% | -4.6% |
| 5Y | -42.9% | +87.1% | -130.1% | -52.0% |
| All | +183.5% | +171.4% | +12.1% | +111.7% |
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