+122.2%
ALL vs ELF
+259.0%
-136.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | 0.0% | +5.4% | -5.3% | -0.1% |
| 30D | -1.5% | +27.0% | -28.5% | -2.2% |
| 3M | +23.6% | +113.2% | -89.6% | +20.9% |
| 6M | +22.3% | +36.6% | -14.2% | +21.2% |
| YTD | +26.5% | +44.2% | -17.7% | +24.9% |
| 1Y | +27.0% | -18.0% | +45.0% | +27.4% |
| 3Y | +149.6% | -19.9% | +169.5% | +141.9% |
| All | +122.2% | +259.0% | -136.8% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling