-40.6%
TECH vs RVTY
-15.1%
-25.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +1.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +0.5% | +1.5% | -1.0% | -1.8% |
| 3M | +1.1% | +31.5% | -30.4% | -20.1% |
| 6M | +62.8% | +62.7% | +0.2% | +9.2% |
| YTD | +24.5% | +60.0% | -35.5% | -17.3% |
| 1Y | +20.6% | +65.7% | -45.1% | -22.1% |
| 3Y | +29.5% | +85.2% | -55.7% | -22.7% |
| All | -40.6% | -15.1% | -25.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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