+15.9%
ABNB vs ELF
+337.3%
-321.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.2% |
| 7D | -9.5% | -10.8% | +1.3% | -7.3% |
| 30D | -9.4% | +0.8% | -10.2% | -9.7% |
| 3M | +29.9% | +64.8% | -34.9% | +16.3% |
| 6M | +26.6% | +19.0% | +7.6% | +20.6% |
| YTD | +23.5% | +25.9% | -2.4% | +15.5% |
| 1Y | +35.8% | -28.8% | +64.6% | +39.8% |
| 3Y | +15.0% | -29.6% | +44.6% | +4.0% |
| 5Y | +1.5% | +216.2% | -214.8% | -61.3% |
| All | +15.9% | +337.3% | -321.4% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling