+19.7%
ABNB vs ELF
-23.6%
+43.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -3.3% |
| 7D | -4.4% | -1.2% | -3.2% | -4.2% |
| 30D | -2.0% | +5.9% | -7.9% | -3.0% |
| 3M | +29.8% | +99.5% | -69.7% | +17.1% |
| 6M | +31.0% | +26.5% | +4.5% | +25.5% |
| YTD | +28.6% | +37.2% | -8.6% | +21.5% |
| 1Y | +40.1% | -24.4% | +64.5% | +41.2% |
| 3Y | +19.7% | -23.3% | +43.0% | +9.9% |
| All | +19.7% | -23.6% | +43.3% | +9.9% |
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