-42.4%
TECH vs EAT
+350.4%
-392.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.7% | +1.9% | -1.2% | 0.0% |
| 3M | +36.3% | +68.7% | -32.3% | +20.3% |
| 6M | +25.6% | +66.9% | -41.3% | +10.2% |
| YTD | +23.7% | +60.4% | -36.7% | +9.3% |
| 1Y | +37.6% | +44.0% | -6.4% | +23.9% |
| 3Y | -6.6% | +604.7% | -611.3% | -46.7% |
| All | -42.4% | +350.4% | -392.8% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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