+195.1%
B vs ELF
+317.0%
-121.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.2% |
| 7D | +1.0% | -6.8% | +7.8% | +1.1% |
| 30D | +9.5% | +5.1% | +4.4% | +9.4% |
| 3M | +14.3% | +79.8% | -65.4% | +13.6% |
| 6M | -1.9% | +29.7% | -31.6% | -2.2% |
| YTD | +4.1% | +31.6% | -27.5% | +3.7% |
| 1Y | +56.1% | -27.9% | +84.0% | +55.6% |
| 3Y | +202.0% | -26.4% | +228.4% | +200.6% |
| 5Y | +158.8% | +235.6% | -76.8% | +154.5% |
| All | +195.1% | +317.0% | -121.9% | +184.4% |
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