+365.6%
ALL vs ELF
+342.6%
+23.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.7% | -10.2% | -4.9% |
| 7D | -1.9% | +4.0% | -5.9% | -2.3% |
| 30D | +13.8% | +10.6% | +3.2% | +12.8% |
| 3M | -7.0% | +25.8% | -32.8% | -8.8% |
| 6M | +18.0% | +89.1% | -71.0% | +11.6% |
| YTD | +24.2% | +52.7% | -28.5% | +18.9% |
| 1Y | +31.2% | +51.7% | -20.6% | +25.4% |
| 3Y | +107.5% | +14.2% | +93.3% | +89.9% |
| 5Y | +144.8% | +270.7% | -125.9% | +81.3% |
| All | +365.6% | +342.6% | +23.0% | +200.7% |
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