+189.2%
TECH vs EXEL
+325.9%
-136.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.2% | +1.6% | -1.4% | -0.1% |
| 30D | +0.5% | +17.4% | -16.9% | -2.4% |
| 3M | +1.0% | +38.6% | -37.7% | -5.0% |
| 6M | +54.1% | +41.2% | +12.9% | +44.2% |
| YTD | +24.4% | +59.3% | -35.0% | +13.0% |
| 1Y | +19.3% | +60.2% | -40.9% | +8.2% |
| 3Y | +28.5% | +232.6% | -204.0% | -1.9% |
| 5Y | -41.0% | +285.9% | -326.8% | -56.7% |
| All | +189.2% | +325.9% | -136.7% | +97.9% |
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