-30.8%
EFX vs TECH
+34.5%
-65.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -11.1% | -0.5% | -10.6% | -11.1% |
| 30D | -7.4% | 0.0% | -7.4% | -7.4% |
| 3M | +1.5% | +37.4% | -36.0% | -2.7% |
| 6M | -13.7% | +36.9% | -50.6% | -18.2% |
| YTD | -21.9% | +23.1% | -44.9% | -24.7% |
| 1Y | -30.8% | +42.2% | -73.0% | -33.0% |
| All | -30.8% | +34.5% | -65.3% | -33.0% |
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