-41.2%
TECH vs EXEL
+260.1%
-301.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | +1.3% | +33.3% | -31.9% | -4.1% |
| 6M | +54.0% | +42.9% | +11.1% | +43.3% |
| YTD | +24.3% | +58.7% | -34.4% | +12.5% |
| 1Y | +25.8% | +70.5% | -44.7% | +12.1% |
| 3Y | +26.0% | +233.8% | -207.9% | -11.2% |
| All | -41.2% | +260.1% | -301.3% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling