+101,053.8%
TECH vs RVTY
+2,416.7%
+98,637.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +0.7% | +13.2% | -12.5% | -3.8% |
| 3M | +36.3% | +27.2% | +9.1% | +25.2% |
| 6M | +25.6% | +32.4% | -6.8% | +13.2% |
| YTD | +23.7% | +34.9% | -11.2% | +10.8% |
| 1Y | +37.6% | +52.4% | -14.7% | +18.6% |
| 3Y | -6.6% | +12.3% | -18.9% | -10.0% |
| 5Y | -42.2% | -30.8% | -11.4% | -35.0% |
| 10Y | +187.6% | +150.7% | +36.9% | +123.6% |
| All | +101,053.8% | +2,416.7% | +98,637.2% | +41,851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling