+189.2%
TECH vs FIVE
+535.9%
-346.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.3% | +17.4% | -17.1% | -3.5% |
| 3M | +1.0% | +7.0% | -6.0% | -1.1% |
| 6M | +54.0% | +20.5% | +33.5% | +45.6% |
| YTD | +24.3% | +33.1% | -8.8% | +14.0% |
| 1Y | +23.7% | +67.1% | -43.4% | +7.3% |
| 3Y | +28.5% | +41.9% | -13.5% | +8.7% |
| 5Y | -41.2% | +21.1% | -62.3% | -50.2% |
| 10Y | +189.2% | +518.8% | -329.6% | +82.7% |
| All | +189.2% | +535.9% | -346.7% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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