+206.4%
TECH vs EXPD
+304.0%
-97.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +1.2% |
| 7D | +0.2% | -7.2% | +7.3% | +3.5% |
| 30D | +0.3% | -3.3% | +3.6% | +1.7% |
| 3M | +1.3% | +3.4% | -2.1% | -0.7% |
| 6M | +54.0% | +22.7% | +31.3% | +38.3% |
| YTD | +24.3% | +24.5% | -0.2% | +9.7% |
| 1Y | +25.8% | +38.6% | -12.8% | +5.3% |
| 3Y | +26.0% | +71.5% | -45.5% | -6.1% |
| 5Y | -40.1% | +56.2% | -96.4% | -54.3% |
| All | +206.4% | +304.0% | -97.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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