+183.7%
TECH vs QSR
+135.2%
+48.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | -0.4% | -4.0% | +3.6% | +1.0% |
| 30D | 0.0% | +2.8% | -2.8% | -1.1% |
| 3M | +33.7% | +5.1% | +28.6% | +31.0% |
| 6M | +34.9% | +8.8% | +26.1% | +31.1% |
| YTD | +23.2% | +14.8% | +8.3% | +17.5% |
| 1Y | +36.3% | +25.7% | +10.6% | +26.1% |
| 3Y | +2.3% | +27.5% | -25.3% | -6.7% |
| 5Y | -42.9% | +41.3% | -84.1% | -50.1% |
| All | +183.7% | +135.2% | +48.5% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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