+192.5%
TECH vs Z
-19.5%
+212.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.1% |
| 7D | +0.2% | -6.5% | +6.7% | +1.3% |
| 30D | +0.5% | -0.1% | +0.6% | -0.2% |
| 3M | +1.1% | -14.1% | +15.2% | +3.1% |
| 6M | +51.0% | -30.1% | +81.1% | +60.1% |
| YTD | +24.4% | -57.5% | +81.9% | +45.7% |
| 1Y | +27.4% | -60.3% | +87.8% | +51.3% |
| 3Y | +28.5% | -21.0% | +49.5% | +28.9% |
| 5Y | -40.9% | -54.9% | +14.0% | -37.1% |
| 10Y | +192.5% | -16.0% | +208.5% | +164.7% |
| All | +192.5% | -19.5% | +212.0% | +164.7% |
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