+313.8%
ELF vs TECH
+185.2%
+128.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +0.1% | +5.2% | +5.3% |
| 30D | +27.0% | +0.7% | +26.3% | +26.7% |
| 3M | +113.2% | +36.3% | +76.9% | +88.6% |
| 6M | +36.6% | +25.6% | +11.0% | +22.1% |
| YTD | +44.2% | +23.7% | +20.5% | +29.5% |
| 1Y | -18.0% | +37.6% | -55.6% | -29.3% |
| 3Y | -19.9% | -6.6% | -13.3% | -22.9% |
| 5Y | +257.7% | -42.2% | +299.9% | +297.7% |
| All | +313.8% | +185.2% | +128.6% | +195.9% |
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