+196.7%
TECH vs EL
+63.1%
+133.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.8% |
| 7D | +0.2% | +8.0% | -7.8% | -2.2% |
| 30D | +0.5% | +15.4% | -14.9% | -4.1% |
| 3M | +0.9% | +28.5% | -27.7% | -7.6% |
| 6M | +51.0% | +32.2% | +18.8% | +36.2% |
| YTD | +24.4% | +9.2% | +15.2% | +17.1% |
| 1Y | +27.6% | +30.8% | -3.2% | +12.8% |
| 3Y | +29.9% | +3.7% | +26.2% | +15.4% |
| 5Y | -40.6% | -64.8% | +24.1% | -23.5% |
| 10Y | +196.7% | +60.0% | +136.7% | +154.8% |
| All | +196.7% | +63.1% | +133.7% | +154.8% |
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