-40.6%
TECH vs ES
+6.6%
-47.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | +0.1% | +2.7% | -2.6% | -0.9% |
| 30D | +0.5% | +7.6% | -7.1% | -2.4% |
| 3M | +1.1% | +0.5% | +0.6% | +0.7% |
| 6M | +62.8% | +7.6% | +55.2% | +57.6% |
| YTD | +24.5% | +10.2% | +14.2% | +18.5% |
| 1Y | +20.6% | +1.8% | +18.8% | +18.1% |
| 3Y | +29.5% | +55.4% | -25.9% | +3.4% |
| All | -40.6% | +6.6% | -47.1% | -44.2% |
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