+274.9%
TECH vs USFR
+27.5%
+247.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +0.7% | +0.3% | +0.4% | +0.6% |
| 3M | +36.3% | +1.0% | +35.3% | +35.9% |
| 6M | +25.6% | +1.9% | +23.6% | +24.8% |
| YTD | +23.7% | +2.6% | +21.1% | +22.6% |
| 1Y | +37.6% | +4.0% | +33.6% | +35.8% |
| 3Y | -6.6% | +14.1% | -20.7% | -10.9% |
| 5Y | -42.2% | +20.4% | -62.6% | -46.0% |
| 10Y | +187.6% | +28.0% | +159.6% | +162.4% |
| All | +274.9% | +27.5% | +247.3% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling