+167.3%
B vs ELF
+19.5%
+147.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.0% | -3.0% |
| 7D | -6.2% | +3.4% | -9.5% | -6.3% |
| 30D | -6.6% | +5.0% | -11.6% | -6.7% |
| 3M | -7.9% | +22.6% | -30.4% | -8.4% |
| 6M | -16.8% | +104.0% | -120.8% | -18.0% |
| YTD | -11.7% | +49.3% | -61.0% | -12.5% |
| 1Y | +3.5% | +46.0% | -42.6% | +2.5% |
| All | +167.3% | +19.5% | +147.8% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling