+43.6%
EWZ vs TECH
+208.1%
-164.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.5% | +0.2% | -1.6% | -1.5% |
| 30D | -24.5% | +0.3% | -24.9% | -24.6% |
| 3M | -10.7% | +1.3% | -12.0% | -11.0% |
| 6M | -19.1% | +54.0% | -73.1% | -28.2% |
| YTD | +1.6% | +24.3% | -22.7% | -5.9% |
| 1Y | +4.3% | +25.8% | -21.5% | -4.0% |
| 3Y | +19.0% | +26.0% | -7.0% | +3.6% |
| 5Y | +57.7% | -40.1% | +97.8% | +73.7% |
| All | +43.6% | +208.1% | -164.6% | -17.3% |
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