+55.2%
EWZ vs TECH
-41.4%
+96.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -25.5% | +0.3% | -25.8% | -25.5% |
| 3M | -4.5% | +1.0% | -5.5% | -4.7% |
| 6M | -15.3% | +54.0% | -69.3% | -21.1% |
| YTD | +3.1% | +24.3% | -21.2% | -1.5% |
| 1Y | +1.2% | +23.7% | -22.5% | -3.3% |
| 3Y | +19.3% | +28.5% | -9.2% | +9.7% |
| All | +55.2% | -41.4% | +96.7% | +71.0% |
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