+620.2%
ADI vs ELF
+332.6%
+287.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -3.4% |
| 7D | +9.5% | +1.6% | +7.9% | +9.1% |
| 30D | -1.4% | +9.1% | -10.5% | -2.9% |
| 3M | +4.7% | +28.2% | -23.4% | +0.1% |
| 6M | -7.4% | +119.5% | -127.0% | -19.8% |
| YTD | +48.1% | +55.2% | -7.1% | +34.5% |
| 1Y | +69.6% | +58.6% | +11.0% | +53.4% |
| 3Y | +144.4% | +21.3% | +123.1% | +110.4% |
| 5Y | +134.1% | +276.2% | -142.1% | +53.4% |
| All | +620.2% | +332.6% | +287.6% | +311.9% |
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 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