+151.4%
ECL vs TECH
+189.8%
-38.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -4.8% | 0.0% | -4.8% | -4.8% |
| 3M | +5.7% | +37.4% | -31.8% | -3.0% |
| 6M | -3.2% | +36.9% | -40.1% | -12.3% |
| YTD | +3.7% | +23.1% | -19.3% | -3.7% |
| 1Y | +1.7% | +42.2% | -40.5% | -9.9% |
| 3Y | +53.5% | +1.9% | +51.6% | +43.1% |
| 5Y | +26.8% | -42.9% | +69.7% | +39.5% |
| All | +151.4% | +189.8% | -38.4% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling