+26.0%
TECH vs EL
+3.8%
+22.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.1% | -0.3% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | +0.3% | +16.5% | -16.2% | -3.3% |
| 3M | +1.3% | +29.2% | -27.8% | -5.2% |
| 6M | +54.0% | +27.9% | +26.1% | +43.6% |
| YTD | +24.3% | +6.2% | +18.1% | +20.2% |
| 1Y | +25.8% | +27.2% | -1.4% | +15.5% |
| 3Y | +26.0% | +3.2% | +22.7% | +1.9% |
| All | +26.0% | +3.8% | +22.2% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling