+342.1%
TECH vs FIVE
+826.1%
-484.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.7% |
| 7D | -0.1% | -1.7% | +1.7% | +0.2% |
| 30D | +0.3% | +14.9% | -14.6% | -2.5% |
| 3M | +1.0% | +7.6% | -6.6% | -0.9% |
| 6M | +28.6% | +6.4% | +22.2% | +25.3% |
| YTD | +24.1% | +28.1% | -4.0% | +16.1% |
| 1Y | +21.9% | +54.7% | -32.8% | +9.7% |
| 3Y | +25.7% | +36.1% | -10.4% | +9.8% |
| 5Y | -40.2% | +14.9% | -55.1% | -47.6% |
| 10Y | +210.1% | +578.8% | -368.8% | +109.3% |
| All | +342.1% | +826.1% | -484.0% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling