+54.2%
EWZ vs TECH
-41.0%
+95.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -24.4% | +0.5% | -24.9% | -24.4% |
| 3M | -4.6% | +1.1% | -5.7% | -4.7% |
| 6M | -11.6% | +62.8% | -74.4% | -18.3% |
| YTD | +2.4% | +24.5% | -22.1% | -2.2% |
| 1Y | +2.1% | +20.6% | -18.6% | -2.0% |
| 3Y | +18.7% | +29.5% | -10.8% | +9.1% |
| All | +54.2% | -41.0% | +95.1% | +69.5% |
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 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