+94.8%
AAPL vs ELF
+24.7%
+70.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | +1.8% | +4.3% | -2.5% | +1.4% |
| 30D | +4.3% | +7.7% | -3.5% | +3.7% |
| 3M | +16.6% | +24.7% | -8.1% | +14.5% |
| 6M | +21.6% | +114.6% | -93.0% | +14.1% |
| YTD | +31.2% | +55.8% | -24.6% | +25.6% |
| 1Y | +29.6% | +51.9% | -22.4% | +24.1% |
| All | +94.8% | +24.7% | +70.1% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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