+189.2%
TECH vs DVA
+192.4%
-3.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +1.0% |
| 7D | +0.2% | -10.7% | +10.9% | +2.2% |
| 30D | +0.5% | -4.4% | +4.9% | +1.1% |
| 3M | +1.0% | -4.1% | +5.0% | +1.3% |
| 6M | +54.1% | -13.2% | +67.3% | +56.6% |
| YTD | +24.4% | +53.2% | -28.8% | +9.0% |
| 1Y | +19.3% | +40.8% | -21.5% | +6.8% |
| 3Y | +28.5% | +109.7% | -81.2% | +3.7% |
| 5Y | -41.0% | +64.5% | -105.5% | -51.3% |
| All | +189.2% | +192.4% | -3.2% | +96.4% |
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