+107.5%
ALL vs ELF
+18.9%
+88.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.7% | -10.2% | -4.5% |
| 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% | -7.0% |
| 6M | +18.0% | +89.1% | -71.0% | +17.9% |
| YTD | +24.2% | +52.7% | -28.5% | +24.2% |
| 1Y | +31.2% | +51.7% | -20.6% | +31.2% |
| 3Y | +107.5% | +14.2% | +93.3% | +103.3% |
| All | +107.5% | +18.9% | +88.6% | +103.3% |
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