+338.3%
ELF vs TECH
+186.6%
+151.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.6% | +5.7% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +10.6% | +0.3% | +10.2% | +10.4% |
| 3M | +25.8% | +1.3% | +24.5% | +25.3% |
| 6M | +89.1% | +54.0% | +35.1% | +59.2% |
| YTD | +52.7% | +24.3% | +28.4% | +36.9% |
| 1Y | +51.7% | +25.8% | +25.9% | +35.1% |
| 3Y | +14.2% | +26.0% | -11.7% | -1.3% |
| 5Y | +270.7% | -40.1% | +310.8% | +308.0% |
| 10Y | +341.9% | +210.6% | +131.4% | +214.1% |
| All | +338.3% | +186.6% | +151.7% | +212.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling