+223.5%
C vs ELF
+337.1%
-113.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.5% |
| 7D | -2.4% | +4.0% | -6.4% | -3.1% |
| 30D | -6.0% | +10.6% | -16.6% | -7.7% |
| 3M | -10.5% | +25.8% | -36.4% | -14.5% |
| 6M | -5.7% | +89.1% | -94.8% | -17.0% |
| YTD | +4.1% | +52.7% | -48.6% | -5.7% |
| 1Y | +20.5% | +51.7% | -31.3% | +9.0% |
| 3Y | +208.1% | +14.2% | +193.9% | +162.2% |
| 5Y | +110.4% | +270.7% | -160.3% | +26.5% |
| All | +223.5% | +337.1% | -113.6% | +58.6% |
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