-40.6%
TECH vs REPL
-35.0%
-5.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +0.5% | +92.2% | -91.7% | -0.7% |
| 3M | +1.1% | +44.1% | -43.0% | +0.4% |
| 6M | +62.8% | +313.0% | -250.2% | +56.3% |
| YTD | +24.5% | +125.2% | -100.7% | +20.3% |
| 1Y | +20.6% | +143.8% | -123.1% | +16.1% |
| 3Y | +29.5% | +104.2% | -74.7% | +4.2% |
| All | -40.6% | -35.0% | -5.6% | -46.6% |
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