+207.2%
C vs ELF
+316.3%
-109.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.6% |
| 7D | +4.7% | +3.4% | +1.4% | +4.1% |
| 30D | +0.2% | +5.0% | -4.8% | -0.8% |
| 3M | -9.3% | +22.6% | -31.9% | -12.9% |
| 6M | -0.8% | +104.0% | -104.8% | -13.8% |
| YTD | +8.5% | +49.3% | -40.8% | -1.3% |
| 1Y | +23.1% | +46.0% | -22.9% | +12.2% |
| 3Y | +220.8% | +19.4% | +201.4% | +170.1% |
| 5Y | +112.4% | +262.0% | -149.6% | +28.1% |
| All | +207.2% | +316.3% | -109.1% | +51.0% |
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