-42.4%
TECH vs Z
-64.8%
+22.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +0.1% | -3.0% | +3.1% | +0.9% |
| 30D | +0.7% | -4.2% | +4.9% | +1.4% |
| 3M | +36.3% | -3.7% | +40.1% | +36.4% |
| 6M | +25.6% | -24.5% | +50.1% | +34.2% |
| YTD | +23.7% | -49.3% | +73.0% | +46.6% |
| 1Y | +37.6% | -58.7% | +96.3% | +72.2% |
| 3Y | -6.6% | -34.1% | +27.6% | -1.7% |
| All | -42.4% | -64.8% | +22.4% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling