-41.2%
TECH vs XME
+110.8%
-152.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -1.1% |
| 7D | +0.2% | -4.5% | +4.6% | +1.9% |
| 30D | +0.3% | -10.9% | +11.2% | +4.7% |
| 3M | +1.3% | -15.3% | +16.6% | +7.2% |
| 6M | +54.0% | -24.6% | +78.6% | +69.4% |
| YTD | +24.3% | -9.6% | +33.9% | +24.6% |
| 1Y | +25.8% | +2.9% | +22.9% | +18.3% |
| 3Y | +26.0% | +86.9% | -60.9% | -12.7% |
| All | -41.2% | +110.8% | -152.0% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling