+193.0%
ARM vs ELF
-9.9%
+202.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.8% | +3.9% | +5.9% |
| 7D | -5.3% | +7.8% | -13.2% | -7.3% |
| 30D | -30.0% | +9.3% | -39.3% | -31.8% |
| 3M | -34.1% | +21.2% | -55.2% | -37.9% |
| 6M | -12.6% | +96.1% | -108.8% | -29.5% |
| YTD | +70.4% | +57.0% | +13.5% | +44.9% |
| 1Y | +22.3% | +61.9% | -39.6% | +2.6% |
| 3Y | +261.2% | +20.0% | +241.2% | +190.1% |
| All | +193.0% | -9.9% | +202.8% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling