+26.0%
TECH vs EXEL
+231.1%
-205.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +0.3% | +19.0% | -18.7% | -1.0% |
| 3M | +1.3% | +33.3% | -31.9% | -0.9% |
| 6M | +54.0% | +42.9% | +11.1% | +49.7% |
| YTD | +24.3% | +58.7% | -34.4% | +19.3% |
| 1Y | +25.8% | +70.5% | -44.7% | +20.0% |
| 3Y | +26.0% | +233.8% | -207.9% | +13.3% |
| All | +26.0% | +231.1% | -205.2% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling