-41.2%
TECH vs ESI
+28.5%
-69.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.7% |
| 7D | +0.2% | -8.5% | +8.7% | +3.8% |
| 30D | +0.3% | -15.7% | +16.0% | +7.3% |
| 3M | +1.3% | -18.2% | +19.6% | +9.1% |
| 6M | +54.0% | -28.8% | +82.8% | +73.0% |
| YTD | +24.3% | +26.3% | -2.0% | -0.8% |
| 1Y | +25.8% | +18.2% | +7.6% | +3.9% |
| 3Y | +26.0% | +68.1% | -42.1% | -18.4% |
| All | -41.2% | +28.5% | -69.7% | -59.1% |
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