+2,568.1%
ELV vs TECH
+1,065.9%
+1,502.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.0% | +0.1% | +0.8% | +0.9% |
| 30D | +0.4% | +0.5% | -0.2% | +0.2% |
| 3M | +8.4% | +1.1% | +7.3% | +8.1% |
| 6M | +8.4% | +62.8% | -54.4% | -5.4% |
| YTD | +24.4% | +24.5% | -0.1% | +14.1% |
| 1Y | +33.5% | +20.6% | +12.8% | +23.5% |
| 3Y | -2.1% | +29.5% | -31.6% | -15.7% |
| 5Y | +5.8% | -40.9% | +46.7% | +12.3% |
| 10Y | +268.9% | +189.5% | +79.4% | +123.0% |
| All | +2,568.1% | +1,065.9% | +1,502.2% | +990.8% |
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