-41.2%
TECH vs Z
-55.4%
+14.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.8% |
| 7D | +0.2% | -4.6% | +4.7% | +1.0% |
| 30D | +0.3% | +8.3% | -8.0% | -3.0% |
| 3M | +1.3% | -11.6% | +12.9% | +3.1% |
| 6M | +54.0% | -33.6% | +87.6% | +69.6% |
| YTD | +24.3% | -56.7% | +81.0% | +54.0% |
| 1Y | +25.8% | -59.1% | +84.9% | +58.3% |
| 3Y | +26.0% | -20.4% | +46.3% | +22.5% |
| All | -41.2% | -55.4% | +14.2% | -39.4% |
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