+85.9%
AMZN vs ELF
-23.6%
+109.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.1% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | -6.4% | +5.9% | -12.3% | -7.3% |
| 3M | +4.8% | +99.5% | -94.7% | -5.3% |
| 6M | +20.5% | +26.5% | -6.0% | +15.3% |
| YTD | +11.3% | +37.2% | -25.8% | +4.9% |
| 1Y | +9.0% | -24.4% | +33.4% | +9.9% |
| 3Y | +85.9% | -23.3% | +109.2% | +72.5% |
| All | +85.9% | -23.6% | +109.5% | +72.5% |
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