+1,048.0%
TECH vs BG
+1,131.5%
-83.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.2% |
| 7D | +0.1% | +2.8% | -2.7% | -0.4% |
| 30D | +0.7% | +12.0% | -11.3% | -1.5% |
| 3M | +36.3% | -7.7% | +44.0% | +37.9% |
| 6M | +25.6% | +4.5% | +21.1% | +23.9% |
| YTD | +23.7% | +35.7% | -12.0% | +16.3% |
| 1Y | +37.6% | +50.1% | -12.4% | +26.8% |
| 3Y | -6.6% | +12.6% | -19.2% | -10.3% |
| 5Y | -42.2% | +75.4% | -117.7% | -49.3% |
| 10Y | +187.6% | +150.5% | +37.1% | +128.4% |
| All | +1,048.0% | +1,131.5% | -83.5% | +654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling