+173.7%
ET vs TECH
+179.6%
-5.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +5.3% | +0.3% | +5.0% | +5.2% |
| 3M | +15.6% | +32.9% | -17.3% | +8.5% |
| 6M | +20.6% | +32.1% | -11.4% | +12.2% |
| YTD | +38.5% | +23.4% | +15.1% | +30.1% |
| 1Y | +35.7% | +34.1% | +1.7% | +23.9% |
| 3Y | +98.4% | +2.2% | +96.2% | +86.3% |
| 5Y | +245.3% | -41.8% | +287.1% | +273.4% |
| 10Y | +173.7% | +188.9% | -15.2% | +27.1% |
| All | +173.7% | +179.6% | -5.8% | +27.1% |
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 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