+615.4%
ADI vs ELF
+303.8%
+311.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.2% | +3.7% | +4.7% |
| 7D | +4.6% | -11.6% | +16.2% | +6.7% |
| 30D | -1.2% | +4.6% | -5.8% | -2.1% |
| 3M | -7.8% | +59.7% | -67.5% | -15.3% |
| 6M | +19.3% | +21.2% | -1.9% | +14.1% |
| YTD | +40.9% | +27.4% | +13.5% | +32.6% |
| 1Y | +54.5% | -29.8% | +84.3% | +58.2% |
| 3Y | +123.4% | -28.5% | +151.9% | +111.0% |
| 5Y | +142.3% | +220.0% | -77.7% | +64.0% |
| All | +615.4% | +303.8% | +311.6% | +320.9% |
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