+27.4%
ALL vs ELF
+53.0%
-25.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.7% | -10.2% | -4.4% |
| 7D | -1.9% | +4.0% | -5.9% | -1.9% |
| 30D | +13.8% | +10.6% | +3.2% | +13.8% |
| 3M | -7.0% | +25.8% | -32.8% | -6.8% |
| 6M | +18.0% | +89.1% | -71.0% | +19.1% |
| YTD | +24.2% | +52.7% | -28.5% | +25.7% |
| All | +27.4% | +53.0% | -25.6% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling