-42.4%
TECH vs EL
-67.1%
+24.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +0.7% | +19.8% | -19.1% | -4.9% |
| 3M | +36.3% | +25.7% | +10.6% | +26.6% |
| 6M | +25.6% | +5.4% | +20.1% | +21.6% |
| YTD | +23.7% | +0.2% | +23.5% | +20.6% |
| 1Y | +37.6% | +20.4% | +17.2% | +25.7% |
| 3Y | -6.6% | -32.1% | +25.5% | -3.9% |
| All | -42.4% | -67.1% | +24.8% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling