+626.6%
TECH vs EFV
+248.4%
+378.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.6% |
| 30D | +0.3% | +3.1% | -2.8% | -1.4% |
| 3M | +1.0% | -1.2% | +2.3% | +1.5% |
| 6M | +54.0% | +5.6% | +48.3% | +49.2% |
| YTD | +24.3% | +15.8% | +8.5% | +14.4% |
| 1Y | +23.7% | +20.0% | +3.7% | +11.8% |
| 3Y | +28.5% | +91.0% | -62.5% | -8.2% |
| 5Y | -41.2% | +93.7% | -134.9% | -58.2% |
| 10Y | +189.2% | +160.9% | +28.3% | +77.7% |
| All | +626.6% | +248.4% | +378.2% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling