-40.6%
TECH vs EL
-65.2%
+24.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | +0.5% | +10.0% | -9.5% | -2.4% |
| 3M | +1.1% | +28.4% | -27.3% | -6.8% |
| 6M | +62.8% | +37.1% | +25.8% | +46.3% |
| YTD | +24.5% | +7.8% | +16.6% | +18.3% |
| 1Y | +20.6% | +26.0% | -5.4% | +8.7% |
| 3Y | +29.5% | +3.8% | +25.6% | +13.9% |
| All | -40.6% | -65.2% | +24.6% | -18.6% |
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