+338.7%
ELF vs TECH
+193.9%
+144.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +7.7% | +0.3% | +7.4% | +7.6% |
| 3M | +24.7% | +1.0% | +23.7% | +24.3% |
| 6M | +114.6% | +54.0% | +60.7% | +80.7% |
| YTD | +55.8% | +24.3% | +31.5% | +39.5% |
| 1Y | +51.9% | +23.7% | +28.2% | +36.1% |
| 3Y | +24.6% | +28.5% | -3.9% | +6.7% |
| 5Y | +279.2% | -41.2% | +320.4% | +321.0% |
| 10Y | +338.7% | +189.2% | +149.6% | +200.2% |
| All | +338.7% | +193.9% | +144.8% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling