-42.4%
TECH vs FIVE
+31.2%
-73.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.3% |
| 7D | +0.1% | +4.3% | -4.2% | -1.0% |
| 30D | +0.7% | +12.5% | -11.8% | -2.5% |
| 3M | +36.3% | +31.2% | +5.1% | +26.6% |
| 6M | +25.6% | +14.4% | +11.2% | +19.4% |
| YTD | +23.7% | +33.9% | -10.2% | +12.5% |
| 1Y | +37.6% | +65.1% | -27.4% | +17.8% |
| 3Y | -6.6% | +49.0% | -55.6% | -22.7% |
| All | -42.4% | +31.2% | -73.6% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling