-25.6%
EFX vs TECH
+36.9%
-62.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -8.6% | +0.1% | -8.7% | -8.6% |
| 30D | +0.1% | +0.7% | -0.6% | 0.0% |
| 3M | +3.8% | +36.3% | -32.5% | -0.6% |
| 6M | -13.5% | +25.6% | -39.1% | -16.7% |
| YTD | -17.7% | +23.7% | -41.4% | -20.9% |
| 1Y | -25.6% | +37.6% | -63.2% | -29.4% |
| All | -25.6% | +36.9% | -62.5% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling