-40.9%
TECH vs RUN
-84.0%
+43.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +1.4% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | +0.5% | +14.0% | -13.5% | -1.7% |
| 3M | +1.1% | -11.8% | +12.8% | +2.0% |
| 6M | +51.0% | -40.4% | +91.4% | +59.2% |
| YTD | +24.4% | -52.7% | +77.0% | +32.1% |
| 1Y | +27.4% | -52.5% | +80.0% | +34.9% |
| 3Y | +28.5% | -7.7% | +36.2% | +3.1% |
| 5Y | -40.9% | -83.9% | +43.0% | -39.3% |
| All | -40.9% | -84.0% | +43.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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