-41.8%
TECH vs QSR
+43.4%
-85.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | -0.1% | -2.4% | +2.3% | +1.1% |
| 30D | +0.3% | +5.7% | -5.4% | -2.7% |
| 3M | +32.9% | +6.9% | +26.0% | +27.8% |
| 6M | +32.1% | +6.9% | +25.2% | +27.8% |
| YTD | +23.4% | +14.9% | +8.5% | +15.0% |
| 1Y | +34.1% | +29.1% | +5.0% | +17.5% |
| 3Y | +2.2% | +26.1% | -23.9% | -12.1% |
| 5Y | -41.8% | +42.3% | -84.1% | -57.6% |
| All | -41.8% | +43.4% | -85.3% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling