+162.4%
ALL vs ELF
+272.3%
-109.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.6% | +0.3% |
| 7D | +5.0% | +1.6% | +3.5% | +5.0% |
| 30D | +13.3% | +9.1% | +4.2% | +13.1% |
| 3M | +3.2% | +28.2% | -25.0% | +2.6% |
| 6M | +25.3% | +119.5% | -94.2% | +23.0% |
| YTD | +30.5% | +55.2% | -24.7% | +29.0% |
| 1Y | +29.2% | +58.6% | -29.4% | +27.6% |
| 3Y | +119.1% | +21.3% | +97.8% | +107.7% |
| All | +162.4% | +272.3% | -109.9% | +94.8% |
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