+188.9%
TECH vs USFR
+28.0%
+160.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | +0.3% | +0.3% | 0.0% | +0.2% |
| 3M | +32.9% | +1.0% | +32.0% | +32.4% |
| 6M | +32.1% | +1.9% | +30.1% | +31.1% |
| YTD | +23.4% | +2.7% | +20.7% | +22.1% |
| 1Y | +34.1% | +4.0% | +30.1% | +31.7% |
| 3Y | +2.2% | +14.0% | -11.9% | -4.5% |
| 5Y | -41.8% | +20.4% | -62.2% | -47.5% |
| 10Y | +188.9% | +28.0% | +160.9% | +140.8% |
| All | +188.9% | +28.0% | +160.9% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling