+90.0%
AMZN vs ELF
+24.8%
+65.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +8.0% | +6.3% | +1.8% | +7.1% |
| 30D | +3.2% | +8.5% | -5.3% | +2.0% |
| 3M | -2.6% | +24.4% | -27.0% | -5.7% |
| 6M | -0.7% | +94.7% | -95.4% | -10.1% |
| YTD | +17.4% | +55.9% | -38.5% | +8.7% |
| 1Y | +9.0% | +48.4% | -39.4% | +1.5% |
| All | +90.0% | +24.8% | +65.2% | +66.7% |
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 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