+22.9%
EIX vs TECH
+179.6%
-156.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +4.1% | -0.1% | +4.1% | +4.1% |
| 30D | -15.3% | +0.3% | -15.6% | -15.4% |
| 3M | -18.4% | +32.9% | -51.4% | -22.5% |
| 6M | -16.8% | +32.1% | -48.9% | -21.6% |
| YTD | -0.6% | +23.4% | -23.9% | -5.5% |
| 1Y | +10.7% | +34.1% | -23.4% | +3.0% |
| 3Y | -4.5% | +2.2% | -6.7% | -8.8% |
| 5Y | +24.0% | -41.8% | +65.9% | +30.0% |
| 10Y | +22.9% | +188.9% | -166.0% | -9.8% |
| All | +22.9% | +179.6% | -156.6% | -9.8% |
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