+183.7%
TECH vs DVA
+187.8%
-4.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.4% | -1.3% | +0.9% | -0.2% |
| 30D | 0.0% | 0.0% | -0.1% | -0.1% |
| 3M | +33.7% | -10.9% | +44.6% | +35.8% |
| 6M | +34.9% | +17.3% | +17.6% | +27.9% |
| YTD | +23.2% | +59.8% | -36.6% | +7.4% |
| 1Y | +36.3% | +36.3% | 0.0% | +23.6% |
| 3Y | +2.3% | +88.6% | -86.3% | -15.6% |
| 5Y | -42.9% | +47.5% | -90.4% | -51.3% |
| All | +183.7% | +187.8% | -4.1% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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