+280.0%
EMR vs TECH
+190.5%
+89.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +3.5% | +0.5% | +3.0% | +3.4% |
| 3M | +5.9% | +1.1% | +4.8% | +5.6% |
| 6M | +19.4% | +51.0% | -31.6% | +4.9% |
| YTD | +27.7% | +24.4% | +3.3% | +17.1% |
| 1Y | +30.9% | +27.4% | +3.5% | +19.0% |
| 3Y | +104.2% | +28.5% | +75.7% | +78.4% |
| 5Y | +89.6% | -40.9% | +130.5% | +106.0% |
| 10Y | +280.0% | +192.5% | +87.5% | +135.4% |
| All | +280.0% | +190.5% | +89.5% | +135.4% |
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