+25.8%
TECH vs ES
+50.7%
-24.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.8% |
| 7D | -0.1% | +5.9% | -6.0% | -2.1% |
| 30D | +0.3% | +10.2% | -9.9% | -3.2% |
| 3M | +1.0% | +0.4% | +0.6% | +0.8% |
| 6M | +28.6% | +6.9% | +21.7% | +25.0% |
| YTD | +24.1% | +10.5% | +13.6% | +18.2% |
| 1Y | +21.9% | +3.2% | +18.7% | +18.9% |
| All | +25.8% | +50.7% | -24.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling