+157.4%
ALL vs ELF
-19.9%
+177.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | 0.0% | +5.4% | -5.3% | 0.0% |
| 30D | -1.5% | +27.0% | -28.5% | -1.6% |
| 3M | +23.6% | +113.2% | -89.6% | +23.4% |
| 6M | +22.3% | +36.6% | -14.2% | +22.4% |
| YTD | +26.5% | +44.2% | -17.7% | +26.5% |
| 1Y | +27.0% | -18.0% | +45.0% | +27.4% |
| All | +157.4% | -19.9% | +177.2% | +145.1% |
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