+186.7%
B vs ELF
+337.1%
-150.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.5% |
| 7D | +9.6% | +4.0% | +5.6% | +9.5% |
| 30D | +3.5% | +10.6% | -7.1% | +3.4% |
| 3M | -1.6% | +25.8% | -27.4% | -1.9% |
| 6M | -1.7% | +89.1% | -90.7% | -2.3% |
| YTD | -5.3% | +52.7% | -58.1% | -5.8% |
| 1Y | +27.2% | +51.7% | -24.5% | +26.5% |
| 3Y | +166.1% | +14.2% | +151.9% | +164.4% |
| 5Y | +136.5% | +270.7% | -134.2% | +134.0% |
| All | +186.7% | +337.1% | -150.5% | +183.2% |
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