+273.7%
ELV vs TECH
+189.9%
+83.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +5.4% | 0.0% | +5.4% | +5.4% |
| 3M | +5.4% | +33.7% | -28.3% | -1.7% |
| 6M | +45.7% | +34.9% | +10.8% | +33.8% |
| YTD | +21.2% | +23.2% | -2.0% | +13.2% |
| 1Y | +35.6% | +36.3% | -0.7% | +23.1% |
| 3Y | -2.0% | +2.3% | -4.3% | -8.0% |
| 5Y | +26.0% | -42.9% | +68.9% | +40.1% |
| All | +273.7% | +189.9% | +83.8% | +85.2% |
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