+138.6%
EWJ vs TECH
+6,078.9%
-5,940.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.0% | 0.0% | +3.9% | +4.0% |
| 30D | -4.3% | +0.4% | -4.7% | -4.3% |
| 3M | -6.8% | +1.0% | -7.8% | -7.0% |
| 6M | -0.9% | +62.7% | -63.5% | -8.5% |
| YTD | +14.3% | +24.3% | -10.1% | +9.0% |
| 1Y | +15.3% | +20.5% | -5.2% | +10.5% |
| 3Y | +65.6% | +29.3% | +36.3% | +53.6% |
| 5Y | +47.5% | -41.0% | +88.4% | +52.3% |
| 10Y | +126.2% | +189.2% | -63.0% | +80.6% |
| All | +138.6% | +6,078.9% | -5,940.3% | +33.0% |
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 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