+152.1%
ECL vs TECH
+189.8%
-37.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | +6.0% | +37.4% | -31.5% | -2.7% |
| 6M | -3.0% | +36.9% | -39.8% | -12.1% |
| YTD | +4.0% | +23.1% | -19.1% | -3.5% |
| 1Y | +2.0% | +42.2% | -40.2% | -9.6% |
| 3Y | +53.9% | +1.9% | +52.0% | +43.5% |
| 5Y | +27.1% | -42.9% | +70.1% | +39.9% |
| All | +152.1% | +189.8% | -37.7% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling