+214.8%
B vs ELF
+332.6%
-117.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.7% |
| 7D | -7.3% | +1.6% | -8.9% | -7.3% |
| 30D | -3.3% | +9.1% | -12.5% | -3.5% |
| 3M | -7.8% | +28.2% | -35.9% | -8.1% |
| 6M | -15.5% | +119.5% | -135.1% | -16.3% |
| YTD | -12.3% | +55.2% | -67.4% | -12.8% |
| 1Y | +5.4% | +58.6% | -53.2% | +4.7% |
| 3Y | +165.5% | +21.3% | +144.3% | +163.3% |
| 5Y | +107.0% | +276.2% | -169.2% | +103.6% |
| All | +214.8% | +332.6% | -117.8% | +205.3% |
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