+65.6%
EWJ vs TECH
+29.6%
+36.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +4.0% | +0.1% | +3.8% | +3.9% |
| 30D | -4.3% | +0.5% | -4.8% | -4.3% |
| 3M | -6.8% | +1.1% | -7.9% | -7.0% |
| 6M | -0.9% | +62.8% | -63.7% | -7.9% |
| YTD | +14.3% | +24.5% | -10.2% | +9.7% |
| 1Y | +15.3% | +20.6% | -5.3% | +11.1% |
| 3Y | +65.6% | +29.5% | +36.2% | +53.0% |
| All | +65.6% | +29.6% | +36.0% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling