+622.9%
TECH vs EFV
+258.8%
+364.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | +1.5% | -1.4% | -0.7% |
| 30D | +0.7% | +1.7% | -1.0% | -0.2% |
| 3M | +36.3% | +8.6% | +27.7% | +30.4% |
| 6M | +25.6% | +11.7% | +13.9% | +18.0% |
| YTD | +23.7% | +19.3% | +4.4% | +12.2% |
| 1Y | +37.6% | +30.2% | +7.4% | +19.4% |
| 3Y | -6.6% | +91.6% | -98.2% | -33.2% |
| 5Y | -42.2% | +96.4% | -138.6% | -59.2% |
| 10Y | +187.6% | +166.5% | +21.1% | +74.9% |
| All | +622.9% | +258.8% | +364.1% | +253.5% |
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