-42.4%
TECH vs REPL
-54.3%
+11.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.2% |
| 30D | +0.7% | +27.1% | -26.4% | +0.2% |
| 3M | +36.3% | +52.4% | -16.0% | +34.3% |
| 6M | +25.6% | +107.4% | -81.9% | +20.8% |
| YTD | +23.7% | +54.7% | -31.0% | +20.4% |
| 1Y | +37.6% | +158.9% | -121.2% | +27.3% |
| 3Y | -6.6% | -23.7% | +17.1% | -15.5% |
| All | -42.4% | -54.3% | +11.9% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling