+49.9%
EWJ vs TECH
-42.1%
+92.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +1.0% | +0.3% | +0.7% | +0.9% |
| 3M | +7.2% | +32.9% | -25.7% | +1.7% |
| 6M | +13.9% | +32.1% | -18.2% | +7.2% |
| YTD | +20.8% | +23.4% | -2.6% | +14.9% |
| 1Y | +26.4% | +34.1% | -7.7% | +17.8% |
| 3Y | +71.8% | +2.2% | +69.6% | +64.3% |
| 5Y | +49.9% | -41.8% | +91.7% | +55.6% |
| All | +49.9% | -42.1% | +92.0% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling