-41.2%
TECH vs BG
+23.9%
-65.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.6% |
| 30D | +0.3% | -3.8% | +4.1% | +1.1% |
| 3M | +1.0% | -9.6% | +10.6% | +2.8% |
| 6M | +54.0% | -19.5% | +73.5% | +60.3% |
| YTD | +24.3% | +14.6% | +9.7% | +18.5% |
| 1Y | +23.7% | +6.6% | +17.1% | +20.0% |
| 3Y | +28.5% | +4.7% | +23.8% | +22.4% |
| 5Y | -41.2% | +22.1% | -63.3% | -47.9% |
| All | -41.2% | +23.9% | -65.2% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling