+29.9%
TECH vs FIVE
+42.1%
-12.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.9% |
| 7D | +0.2% | +6.2% | -6.0% | -0.9% |
| 30D | +0.5% | +18.2% | -17.7% | -2.6% |
| 3M | +0.9% | +3.8% | -3.0% | -0.2% |
| 6M | +51.0% | +13.7% | +37.3% | +46.1% |
| YTD | +24.4% | +34.7% | -10.3% | +15.4% |
| 1Y | +27.6% | +66.6% | -39.1% | +13.1% |
| 3Y | +29.9% | +44.3% | -14.4% | +5.0% |
| All | +29.9% | +42.1% | -12.1% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling