+177.6%
TECH vs EL
+31.4%
+146.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.5% |
| 7D | +0.2% | +1.7% | -1.5% | -0.4% |
| 30D | +0.1% | +15.5% | -15.4% | -4.8% |
| 3M | +37.5% | +20.6% | +16.9% | +28.5% |
| 6M | +34.6% | +10.5% | +24.1% | +27.7% |
| YTD | +23.5% | -1.9% | +25.4% | +20.7% |
| 1Y | +34.4% | +16.1% | +18.3% | +23.3% |
| 3Y | +2.3% | -30.2% | +32.5% | +4.1% |
| 5Y | -41.7% | -67.4% | +25.7% | -23.0% |
| 10Y | +177.6% | +31.2% | +146.4% | +144.1% |
| All | +177.6% | +31.4% | +146.3% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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