+155.6%
EWJ vs TECH
+6,047.5%
-5,891.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +3.3% | +0.7% | +2.6% | +3.2% |
| 3M | +5.0% | +36.3% | -31.4% | -0.3% |
| 6M | +11.5% | +25.6% | -14.0% | +6.5% |
| YTD | +22.4% | +23.7% | -1.3% | +16.9% |
| 1Y | +30.2% | +37.6% | -7.4% | +21.8% |
| 3Y | +72.8% | -6.6% | +79.4% | +68.5% |
| 5Y | +54.1% | -42.2% | +96.4% | +59.6% |
| 10Y | +140.6% | +187.6% | -47.0% | +92.2% |
| All | +155.6% | +6,047.5% | -5,891.9% | +42.5% |
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