+93.8%
TECH vs REPL
+36.1%
+57.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.2% |
| 7D | +0.1% | +5.3% | -5.2% | -0.1% |
| 30D | +0.3% | +66.6% | -66.3% | -1.8% |
| 3M | +1.0% | +59.6% | -58.5% | -1.0% |
| 6M | +54.0% | +482.4% | -428.4% | +38.0% |
| YTD | +24.3% | +124.1% | -99.8% | +13.3% |
| 1Y | +23.7% | +138.6% | -114.8% | +12.2% |
| 3Y | +28.5% | +96.0% | -67.6% | -4.1% |
| 5Y | -41.2% | -35.4% | -5.8% | -51.4% |
| All | +93.8% | +36.1% | +57.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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