+189.3%
TECH vs XME
+260.6%
-71.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.6% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | +0.5% | -6.1% | +6.7% | +2.4% |
| 3M | +1.1% | -18.6% | +19.7% | +7.8% |
| 6M | +62.8% | -23.9% | +86.7% | +76.3% |
| YTD | +24.5% | -9.3% | +33.8% | +25.3% |
| 1Y | +20.6% | +1.8% | +18.9% | +16.2% |
| 3Y | +29.5% | +93.0% | -63.5% | -2.3% |
| 5Y | -40.9% | +107.0% | -147.9% | -57.0% |
| All | +189.3% | +260.6% | -71.2% | +67.9% |
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