+929.0%
EWY vs TECH
+808.3%
+120.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +10.4% | +0.2% | +10.2% | +10.4% |
| 30D | -12.7% | +0.5% | -13.2% | -12.8% |
| 3M | -17.3% | +1.0% | -18.3% | -17.5% |
| 6M | -18.6% | +54.1% | -72.6% | -27.6% |
| YTD | +49.5% | +24.4% | +25.1% | +38.6% |
| 1Y | +55.0% | +19.3% | +35.7% | +45.0% |
| 3Y | +159.0% | +28.5% | +130.5% | +128.5% |
| 5Y | +102.5% | -41.0% | +143.4% | +115.7% |
| 10Y | +232.2% | +189.3% | +42.9% | +126.0% |
| All | +929.0% | +808.3% | +120.7% | +452.5% |
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