+627.0%
TECH vs EFV
+247.9%
+379.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.2% | +0.7% | -0.5% | -0.2% |
| 30D | +0.5% | +2.0% | -1.5% | -0.7% |
| 3M | +1.0% | -1.6% | +2.6% | +1.7% |
| 6M | +54.1% | +5.8% | +48.3% | +49.2% |
| YTD | +24.4% | +15.6% | +8.8% | +14.5% |
| 1Y | +19.3% | +19.0% | +0.3% | +8.3% |
| 3Y | +28.5% | +90.7% | -62.1% | -8.1% |
| 5Y | -41.0% | +92.8% | -133.7% | -57.9% |
| 10Y | +189.3% | +160.5% | +28.8% | +77.9% |
| All | +627.0% | +247.9% | +379.1% | +260.8% |
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 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