+189.3%
TECH vs ESI
+318.1%
-128.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.1% | +5.5% | -5.4% | -1.8% |
| 30D | +0.5% | -7.8% | +8.3% | +2.7% |
| 3M | +1.1% | -15.0% | +16.1% | +5.6% |
| 6M | +62.8% | -24.9% | +87.7% | +75.4% |
| YTD | +24.5% | +33.2% | -8.8% | +6.4% |
| 1Y | +20.6% | +24.9% | -4.3% | +5.6% |
| 3Y | +29.5% | +77.8% | -48.3% | -0.9% |
| 5Y | -40.9% | +37.1% | -78.1% | -51.9% |
| All | +189.3% | +318.1% | -128.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling