+177.6%
TECH vs Z
-7.0%
+184.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.3% | +1.2% |
| 7D | +0.2% | -3.3% | +3.4% | +0.8% |
| 30D | +0.1% | -3.7% | +3.9% | +0.6% |
| 3M | +37.5% | -7.0% | +44.5% | +38.5% |
| 6M | +34.6% | -29.5% | +64.1% | +43.7% |
| YTD | +23.5% | -52.6% | +76.1% | +42.7% |
| 1Y | +34.4% | -64.0% | +98.4% | +64.4% |
| 3Y | +2.3% | -36.4% | +38.7% | +7.9% |
| 5Y | -41.7% | -65.8% | +24.0% | -35.7% |
| 10Y | +177.6% | -5.8% | +183.5% | +144.8% |
| All | +177.6% | -7.0% | +184.6% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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