+456.0%
TECH vs URA
-31.1%
+487.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +0.7% | +7.4% | -6.7% | -1.0% |
| 3M | +36.3% | -8.4% | +44.7% | +38.1% |
| 6M | +25.6% | -12.7% | +38.3% | +27.2% |
| YTD | +23.7% | +7.8% | +15.9% | +18.5% |
| 1Y | +37.6% | +19.5% | +18.2% | +27.3% |
| 3Y | -6.6% | +116.4% | -123.0% | -27.7% |
| 5Y | -42.2% | +134.3% | -176.5% | -57.6% |
| 10Y | +187.6% | +359.3% | -171.7% | +71.5% |
| All | +456.0% | -31.1% | +487.1% | +361.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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