+34.1%
TECH vs EFV
+27.3%
+6.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.5% |
| 7D | -0.1% | -0.5% | +0.4% | +0.3% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +32.9% | +8.4% | +24.5% | +25.4% |
| 6M | +32.1% | +12.3% | +19.7% | +19.8% |
| YTD | +23.4% | +17.4% | +6.0% | +3.4% |
| 1Y | +34.1% | +27.1% | +6.9% | -3.8% |
| All | +34.1% | +27.3% | +6.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling