+135.1%
ADI vs ELF
+230.6%
-95.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.2% |
| 7D | +2.6% | -6.8% | +9.4% | +3.8% |
| 30D | -4.6% | +5.1% | -9.7% | -5.5% |
| 3M | -9.5% | +79.8% | -89.3% | -18.3% |
| 6M | +14.8% | +29.7% | -14.9% | +8.8% |
| YTD | +35.8% | +31.6% | +4.2% | +27.4% |
| 1Y | +48.9% | -27.9% | +76.9% | +52.1% |
| 3Y | +115.6% | -26.4% | +142.0% | +99.0% |
| 5Y | +135.1% | +235.6% | -100.5% | +18.8% |
| All | +135.1% | +230.6% | -95.5% | +18.8% |
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