+266.3%
TECH vs ESI
+182.6%
+83.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.3% |
| 7D | +0.2% | -8.5% | +8.7% | +2.2% |
| 30D | +0.3% | -15.7% | +16.0% | +4.2% |
| 3M | +1.3% | -18.2% | +19.6% | +5.6% |
| 6M | +54.0% | -28.8% | +82.8% | +64.4% |
| YTD | +24.3% | +26.3% | -2.0% | +13.8% |
| 1Y | +25.8% | +18.2% | +7.6% | +17.0% |
| 3Y | +26.0% | +68.1% | -42.1% | +7.6% |
| 5Y | -40.1% | +28.8% | -68.9% | -46.6% |
| 10Y | +210.6% | +329.8% | -119.3% | +125.6% |
| All | +266.3% | +182.6% | +83.6% | +168.3% |
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 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