+1,056.7%
TECH vs EXEL
+273.2%
+783.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +8.4% | -8.3% | -1.1% |
| 30D | +0.7% | +4.1% | -3.4% | 0.0% |
| 3M | +36.3% | +12.4% | +23.9% | +33.8% |
| 6M | +25.6% | +41.5% | -16.0% | +18.4% |
| YTD | +23.7% | +34.6% | -10.9% | +17.4% |
| 1Y | +37.6% | +57.9% | -20.2% | +27.3% |
| 3Y | -6.6% | +159.5% | -166.1% | -21.4% |
| 5Y | -42.2% | +198.5% | -240.7% | -52.8% |
| 10Y | +187.6% | +411.4% | -223.8% | +102.5% |
| All | +1,056.7% | +273.2% | +783.5% | +427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling