+229.5%
EWY vs TECH
+187.9%
+41.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -10.7% | +0.5% | -11.2% | -10.8% |
| 3M | -20.1% | +1.1% | -21.2% | -20.3% |
| 6M | -24.3% | +62.8% | -87.1% | -34.3% |
| YTD | +46.9% | +24.5% | +22.4% | +35.1% |
| 1Y | +55.2% | +20.6% | +34.5% | +43.8% |
| 3Y | +157.0% | +29.5% | +127.5% | +120.9% |
| 5Y | +98.9% | -40.9% | +139.8% | +118.5% |
| All | +229.5% | +187.9% | +41.6% | +86.9% |
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