+276.9%
TECH vs USFR
+28.6%
+248.3%
-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% | -0.1% | 0.0% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.5% | +0.4% | +0.1% | +0.4% |
| 3M | +1.1% | +1.1% | 0.0% | +0.7% |
| 6M | +51.0% | +2.1% | +49.0% | +50.0% |
| YTD | +24.4% | +3.4% | +20.9% | +23.0% |
| 1Y | +27.4% | +4.1% | +23.4% | +25.8% |
| 3Y | +28.5% | +14.4% | +14.1% | +22.5% |
| 5Y | -40.9% | +21.4% | -62.3% | -44.9% |
| 10Y | +192.5% | +28.5% | +164.0% | +166.5% |
| All | +276.9% | +28.6% | +248.3% | +237.3% |
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