+19.7%
TECH vs EXEL
+92.4%
-72.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +0.1% | +9.8% | -9.7% | -0.1% |
| 30D | +0.2% | +23.6% | -23.4% | -0.2% |
| 3M | +1.0% | +29.9% | -28.9% | +0.4% |
| 6M | +33.3% | +64.7% | -31.4% | +31.8% |
| YTD | +24.2% | +66.0% | -41.8% | +21.7% |
| 1Y | +19.7% | +92.0% | -72.2% | +14.4% |
| All | +19.7% | +92.4% | -72.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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