+36.3%
TECH vs BG
+53.0%
-16.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -0.4% | +3.1% | -3.5% | -0.8% |
| 30D | 0.0% | +10.2% | -10.3% | -1.5% |
| 3M | +33.7% | -1.7% | +35.3% | +33.5% |
| 6M | +34.9% | +1.0% | +33.9% | +34.2% |
| YTD | +23.2% | +39.9% | -16.8% | +14.6% |
| 1Y | +36.3% | +53.2% | -16.9% | +27.1% |
| All | +36.3% | +53.0% | -16.7% | +27.1% |
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