-42.4%
TECH vs ESI
+72.3%
-114.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -1.3% |
| 7D | +0.1% | +3.3% | -3.2% | -1.4% |
| 30D | +0.7% | -5.9% | +6.6% | +3.2% |
| 3M | +36.3% | -14.1% | +50.4% | +43.5% |
| 6M | +25.6% | +6.6% | +19.0% | +15.6% |
| YTD | +23.7% | +45.0% | -21.3% | -4.5% |
| 1Y | +37.6% | +41.5% | -3.8% | +7.2% |
| 3Y | -6.6% | +78.8% | -85.3% | -37.9% |
| All | -42.4% | +72.3% | -114.7% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling