+25.7%
ABNB vs ELF
+400.8%
-375.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.2% |
| 7D | -4.0% | +5.4% | -9.3% | -5.1% |
| 30D | +19.3% | +27.0% | -7.7% | +13.2% |
| 3M | +36.1% | +113.2% | -77.1% | +15.2% |
| 6M | +34.2% | +36.6% | -2.3% | +24.0% |
| YTD | +34.1% | +44.2% | -10.2% | +21.7% |
| 1Y | +45.1% | -18.0% | +63.1% | +44.9% |
| 3Y | +37.1% | -19.9% | +57.0% | +20.8% |
| 5Y | +15.2% | +257.7% | -242.5% | -57.2% |
| All | +25.7% | +400.8% | -375.0% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling