+177.6%
TECH vs EXEL
+380.2%
-202.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +0.2% | +1.4% | -1.2% | -0.1% |
| 30D | +0.1% | +6.7% | -6.5% | -1.1% |
| 3M | +37.5% | +11.5% | +26.0% | +34.6% |
| 6M | +34.6% | +38.8% | -4.2% | +25.8% |
| YTD | +23.5% | +31.6% | -8.1% | +16.5% |
| 1Y | +34.4% | +53.0% | -18.6% | +22.9% |
| 3Y | +2.3% | +160.8% | -158.6% | -17.7% |
| 5Y | -41.7% | +190.1% | -231.8% | -54.6% |
| 10Y | +177.6% | +367.0% | -189.3% | +94.0% |
| All | +177.6% | +380.2% | -202.5% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling