+196.7%
TECH vs FIVE
+596.6%
-399.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -1.2% |
| 7D | +0.2% | +6.2% | -6.0% | -1.3% |
| 30D | +0.5% | +18.2% | -17.7% | -3.4% |
| 3M | +0.9% | +3.8% | -3.0% | -0.5% |
| 6M | +51.0% | +13.7% | +37.3% | +44.8% |
| YTD | +24.4% | +34.7% | -10.3% | +13.7% |
| 1Y | +27.6% | +66.6% | -39.1% | +10.7% |
| 3Y | +29.9% | +44.3% | -14.4% | +9.6% |
| 5Y | -40.6% | +18.8% | -59.4% | -49.5% |
| 10Y | +196.7% | +569.2% | -372.5% | +85.8% |
| All | +196.7% | +596.6% | -399.8% | +85.8% |
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