+38.9%
EFX vs TECH
+189.8%
-150.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -11.1% | -0.5% | -10.6% | -11.0% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | +1.5% | +37.4% | -36.0% | -9.9% |
| 6M | -13.7% | +36.9% | -50.6% | -24.6% |
| YTD | -21.9% | +23.1% | -44.9% | -29.4% |
| 1Y | -30.8% | +42.2% | -73.0% | -41.3% |
| 3Y | -12.4% | +1.9% | -14.3% | -18.8% |
| 5Y | -35.9% | -42.9% | +7.0% | -29.5% |
| All | +38.9% | +189.8% | -150.9% | -6.1% |
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