-42.4%
TECH vs ES
-5.6%
-36.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +0.7% | -2.0% | +2.7% | +1.4% |
| 3M | +36.3% | +1.7% | +34.7% | +35.2% |
| 6M | +25.6% | -3.5% | +29.1% | +26.8% |
| YTD | +23.7% | +7.9% | +15.8% | +19.1% |
| 1Y | +37.6% | +17.2% | +20.5% | +26.7% |
| 3Y | -6.6% | +29.3% | -35.9% | -19.1% |
| All | -42.4% | -5.6% | -36.7% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling