-9.4%
ABT vs ELF
+230.6%
-240.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.1% |
| 7D | -4.7% | -6.8% | +2.0% | -4.5% |
| 30D | -3.1% | +5.1% | -8.2% | -3.3% |
| 3M | +16.1% | +79.8% | -63.6% | +13.9% |
| 6M | -5.3% | +29.7% | -35.1% | -6.3% |
| YTD | -14.4% | +31.6% | -46.1% | -15.5% |
| 1Y | -18.4% | -27.9% | +9.5% | -18.1% |
| 3Y | +11.2% | -26.4% | +37.6% | +8.5% |
| 5Y | -9.4% | +235.6% | -245.0% | -37.9% |
| All | -9.4% | +230.6% | -240.0% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling