+266.4%
TECH vs ESI
+207.0%
+59.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.0% |
| 7D | +0.1% | +1.8% | -1.7% | -0.5% |
| 30D | +0.3% | -6.6% | +6.9% | +1.6% |
| 3M | +1.0% | -9.4% | +10.4% | +2.6% |
| 6M | +54.0% | -24.1% | +78.1% | +62.1% |
| YTD | +24.3% | +37.1% | -12.8% | +11.5% |
| 1Y | +23.7% | +24.5% | -0.8% | +13.6% |
| 3Y | +28.5% | +83.2% | -54.7% | +7.5% |
| 5Y | -41.2% | +44.0% | -85.2% | -48.9% |
| 10Y | +189.2% | +332.8% | -143.7% | +107.1% |
| All | +266.4% | +207.0% | +59.4% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling