+1,053.8%
TECH vs BG
+940.3%
+113.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.1% | +3.4% | -3.3% | -0.5% |
| 30D | +0.3% | -3.8% | +4.1% | +1.0% |
| 3M | +1.0% | -9.6% | +10.6% | +2.6% |
| 6M | +54.0% | -19.5% | +73.5% | +59.3% |
| YTD | +24.3% | +14.6% | +9.7% | +20.3% |
| 1Y | +23.7% | +6.6% | +17.1% | +21.2% |
| 3Y | +28.5% | +4.7% | +23.8% | +24.9% |
| 5Y | -41.2% | +22.1% | -63.3% | -45.1% |
| 10Y | +189.2% | +109.2% | +80.0% | +137.2% |
| All | +1,053.8% | +940.3% | +113.5% | +680.8% |
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