+262.0%
ELF vs TECH
-41.4%
+303.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +3.4% | +0.2% | +3.1% | +3.3% |
| 30D | +5.0% | +0.5% | +4.5% | +4.8% |
| 3M | +22.6% | +1.0% | +21.6% | +22.2% |
| 6M | +104.0% | +54.1% | +49.9% | +70.1% |
| YTD | +49.3% | +24.4% | +24.9% | +32.9% |
| 1Y | +46.0% | +19.3% | +26.7% | +32.3% |
| 3Y | +19.4% | +28.5% | -9.1% | +0.1% |
| 5Y | +262.0% | -41.0% | +303.0% | +313.4% |
| All | +262.0% | -41.4% | +303.4% | +313.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling