+183.5%
TECH vs XME
+426.6%
-243.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +1.0% |
| 7D | -0.5% | -3.0% | +2.5% | +0.5% |
| 30D | 0.0% | -2.6% | +2.6% | +0.7% |
| 3M | +37.4% | +2.2% | +35.3% | +35.5% |
| 6M | +36.9% | +0.7% | +36.2% | +34.4% |
| YTD | +23.1% | +10.9% | +12.2% | +16.2% |
| 1Y | +42.2% | +35.7% | +6.5% | +23.9% |
| 3Y | +1.9% | +127.1% | -125.2% | -26.7% |
| 5Y | -42.9% | +168.5% | -211.4% | -61.7% |
| All | +183.5% | +426.6% | -243.1% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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