+195.5%
ABT vs ELF
+299.0%
-103.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.5% |
| 7D | -5.0% | -10.8% | +5.9% | -4.4% |
| 30D | -5.8% | +0.8% | -6.6% | -5.9% |
| 3M | +16.7% | +64.8% | -48.0% | +13.3% |
| 6M | -5.2% | +19.0% | -24.2% | -6.5% |
| YTD | -16.0% | +25.9% | -41.9% | -17.6% |
| 1Y | -18.3% | -28.8% | +10.5% | -17.7% |
| 3Y | +9.2% | -29.6% | +38.8% | +6.6% |
| 5Y | -11.6% | +216.2% | -227.8% | -27.5% |
| All | +195.5% | +299.0% | -103.5% | +128.2% |
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