+188.9%
TECH vs ESI
+308.3%
-119.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -0.1% | +3.9% | -4.0% | -1.4% |
| 30D | +0.3% | -3.8% | +4.1% | +1.4% |
| 3M | +32.9% | -13.1% | +46.1% | +37.8% |
| 6M | +32.1% | +11.3% | +20.7% | +23.4% |
| YTD | +23.4% | +44.1% | -20.7% | +4.3% |
| 1Y | +34.1% | +40.3% | -6.3% | +14.2% |
| 3Y | +2.2% | +84.1% | -81.9% | -21.3% |
| 5Y | -41.8% | +75.8% | -117.6% | -55.2% |
| 10Y | +188.9% | +320.7% | -131.8% | +70.6% |
| All | +188.9% | +308.3% | -119.4% | +70.6% |
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