+24.0%
B vs ELF
+57.2%
-33.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.5% | +3.8% |
| 7D | +11.3% | +7.8% | +3.5% | +10.2% |
| 30D | +2.9% | +9.3% | -6.3% | +1.7% |
| 3M | -2.9% | +21.2% | -24.0% | -5.4% |
| 6M | -1.2% | +96.1% | -97.3% | -8.3% |
| YTD | -1.3% | +57.0% | -58.3% | -8.9% |
| All | +24.0% | +57.2% | -33.2% | +16.4% |
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 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