+55.3%
B vs ELF
-23.1%
+78.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.0% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | +1.4% | +5.9% | -4.6% | +0.8% |
| 3M | +12.2% | +99.5% | -87.3% | +7.4% |
| 6M | -2.1% | +26.5% | -28.7% | -3.4% |
| YTD | +2.9% | +37.2% | -34.2% | +0.5% |
| 1Y | +55.3% | -24.4% | +79.7% | +49.7% |
| All | +55.3% | -23.1% | +78.4% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling