+358.2%
ALL vs ELF
+317.0%
+41.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.4% |
| 7D | -2.2% | -6.8% | +4.6% | -1.7% |
| 30D | -5.6% | +5.1% | -10.7% | -6.0% |
| 3M | +17.2% | +79.8% | -62.5% | +11.6% |
| 6M | +23.2% | +29.7% | -6.5% | +20.0% |
| YTD | +23.6% | +31.6% | -8.0% | +19.8% |
| 1Y | +29.2% | -27.9% | +57.1% | +30.5% |
| 3Y | +153.8% | -26.4% | +180.3% | +143.5% |
| 5Y | +116.1% | +235.6% | -119.5% | +61.2% |
| All | +358.2% | +317.0% | +41.2% | +197.0% |
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 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