+131.7%
EMB vs TECH
+418.8%
-287.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -0.3% | +0.7% | -1.0% | -0.4% |
| 3M | -0.4% | +36.3% | -36.8% | -3.4% |
| 6M | +0.1% | +25.6% | -25.5% | -2.6% |
| YTD | +1.6% | +23.7% | -22.1% | -1.2% |
| 1Y | +5.6% | +37.6% | -32.0% | +1.4% |
| 3Y | +29.8% | -6.6% | +36.4% | +27.8% |
| 5Y | +7.3% | -42.2% | +49.5% | +9.3% |
| 10Y | +30.4% | +187.6% | -157.1% | +14.1% |
| All | +131.7% | +418.8% | -287.1% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling