+126.7%
EMB vs TECH
+421.3%
-294.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.1% | +0.2% | -0.3% | -0.1% |
| 30D | +1.3% | +0.3% | +1.0% | +1.3% |
| 3M | -2.2% | +1.3% | -3.6% | -2.4% |
| 6M | -2.3% | +54.0% | -56.3% | -6.4% |
| YTD | -0.6% | +24.3% | -24.9% | -3.3% |
| 1Y | +0.5% | +25.8% | -25.3% | -2.5% |
| 3Y | +29.4% | +26.0% | +3.5% | +23.6% |
| 5Y | +6.5% | -40.1% | +46.6% | +8.2% |
| 10Y | +29.8% | +210.6% | -180.8% | +12.9% |
| All | +126.7% | +421.3% | -294.7% | +86.8% |
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 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