+26.0%
TECH vs Z
-21.1%
+47.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.7% |
| 7D | +0.2% | -4.6% | +4.7% | +0.9% |
| 30D | +0.3% | +8.3% | -8.0% | -2.5% |
| 3M | +1.3% | -11.6% | +12.9% | +2.9% |
| 6M | +54.0% | -33.6% | +87.6% | +68.8% |
| YTD | +24.3% | -56.7% | +81.0% | +52.0% |
| 1Y | +25.8% | -59.1% | +84.9% | +56.2% |
| 3Y | +26.0% | -20.4% | +46.3% | +22.9% |
| All | +26.0% | -21.1% | +47.0% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling