-41.8%
TECH vs BR
+7.6%
-49.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -0.1% | -5.0% | +4.9% | +2.7% |
| 30D | +0.3% | -2.5% | +2.8% | +1.4% |
| 3M | +32.9% | +13.5% | +19.4% | +22.0% |
| 6M | +32.1% | -9.4% | +41.5% | +39.1% |
| YTD | +23.4% | -23.3% | +46.7% | +44.1% |
| 1Y | +34.1% | -31.6% | +65.7% | +69.7% |
| 3Y | +2.2% | -5.1% | +7.3% | +0.8% |
| 5Y | -41.8% | +8.2% | -50.0% | -51.3% |
| All | -41.8% | +7.6% | -49.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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