+114.5%
ADI vs ELF
-23.6%
+138.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.1% | +0.9% |
| 7D | +2.4% | -1.2% | +3.6% | +2.6% |
| 30D | -6.6% | +5.9% | -12.5% | -7.4% |
| 3M | -9.8% | +99.5% | -109.3% | -18.4% |
| 6M | +15.7% | +26.5% | -10.9% | +11.0% |
| YTD | +35.1% | +37.2% | -2.1% | +27.4% |
| 1Y | +47.7% | -24.4% | +72.1% | +49.4% |
| 3Y | +114.5% | -23.3% | +137.8% | +101.0% |
| All | +114.5% | -23.6% | +138.1% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling