+216.5%
C vs ELF
+24.7%
+191.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.4% | +4.3% | -4.7% | -0.9% |
| 30D | -5.3% | +7.7% | -13.1% | -6.1% |
| 3M | -8.0% | +24.7% | -32.7% | -10.4% |
| 6M | -0.3% | +114.6% | -114.9% | -9.3% |
| YTD | +8.6% | +55.8% | -47.1% | +2.0% |
| 1Y | +25.8% | +51.9% | -26.1% | +18.3% |
| All | +216.5% | +24.7% | +191.8% | +160.2% |
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