+509.3%
TECH vs BR
+1,321.0%
-811.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +1.3% |
| 7D | +0.1% | -5.3% | +5.4% | +2.2% |
| 30D | +0.7% | +6.4% | -5.7% | -1.9% |
| 3M | +36.3% | +13.6% | +22.7% | +28.6% |
| 6M | +25.6% | -6.7% | +32.3% | +27.5% |
| YTD | +23.7% | -21.1% | +44.8% | +33.9% |
| 1Y | +37.6% | -29.6% | +67.2% | +55.9% |
| 3Y | -6.6% | -2.4% | -4.2% | -7.1% |
| 5Y | -42.2% | +11.2% | -53.5% | -45.6% |
| 10Y | +187.6% | +191.8% | -4.2% | +96.1% |
| All | +509.3% | +1,321.0% | -811.7% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling