+220.1%
C vs ELF
+354.8%
-134.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +2.0% |
| 7D | -0.9% | +7.8% | -8.8% | -2.2% |
| 30D | -5.4% | +9.3% | -14.7% | -6.9% |
| 3M | -9.2% | +21.2% | -30.3% | -12.5% |
| 6M | -1.8% | +96.1% | -97.9% | -14.1% |
| YTD | +6.7% | +57.0% | -50.3% | -3.9% |
| 1Y | +23.5% | +61.9% | -38.3% | +10.5% |
| 3Y | +219.8% | +20.0% | +199.8% | +169.5% |
| 5Y | +112.4% | +284.8% | -172.3% | +26.5% |
| 10Y | +220.1% | +364.2% | -144.1% | +56.0% |
| All | +220.1% | +354.8% | -134.8% | +56.0% |
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