-36.6%
EFX vs TECH
-42.1%
+5.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | -6.9% | +0.3% | -7.2% | -7.0% |
| 3M | +0.1% | +32.9% | -32.8% | -10.6% |
| 6M | -17.3% | +32.1% | -49.4% | -27.5% |
| YTD | -21.8% | +23.4% | -45.2% | -30.0% |
| 1Y | -32.5% | +34.1% | -66.6% | -42.3% |
| 3Y | -12.3% | +2.2% | -14.5% | -19.3% |
| 5Y | -36.6% | -41.8% | +5.2% | -28.1% |
| All | -36.6% | -42.1% | +5.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling