+55.0%
EWZ vs TECH
-42.5%
+97.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +4.8% | +0.7% | +4.1% | +4.7% |
| 3M | +9.9% | +36.3% | -26.5% | +4.3% |
| 6M | +1.9% | +25.6% | -23.6% | -2.6% |
| YTD | +20.3% | +23.7% | -3.4% | +14.9% |
| 1Y | +35.6% | +37.6% | -2.0% | +26.7% |
| 3Y | +43.4% | -6.6% | +50.0% | +40.0% |
| All | +55.0% | -42.5% | +97.5% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling