+206.4%
TECH vs FIVE
+563.4%
-357.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.2% | -0.3% | +0.4% | +0.1% |
| 30D | +0.3% | +17.7% | -17.3% | -3.5% |
| 3M | +1.3% | +4.0% | -2.6% | -0.1% |
| 6M | +54.0% | +2.6% | +51.4% | +51.0% |
| YTD | +24.3% | +27.6% | -3.3% | +15.1% |
| 1Y | +25.8% | +59.9% | -34.1% | +10.2% |
| 3Y | +26.0% | +35.8% | -9.8% | +7.7% |
| 5Y | -40.1% | +14.4% | -54.5% | -48.6% |
| All | +206.4% | +563.4% | -357.0% | +92.1% |
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