+34.4%
TECH vs ESI
+39.5%
-5.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | +0.2% | +5.4% | -5.2% | -1.0% |
| 30D | +0.1% | -4.2% | +4.3% | +1.0% |
| 3M | +37.5% | -9.6% | +47.1% | +39.5% |
| 6M | +34.6% | +18.3% | +16.3% | +20.1% |
| YTD | +23.5% | +45.8% | -22.3% | -2.4% |
| 1Y | +34.4% | +39.2% | -4.8% | +10.0% |
| All | +34.4% | +39.5% | -5.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling