+294.9%
C vs ELF
+357.0%
-62.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | +3.6% | +5.4% | -1.7% | +2.6% |
| 30D | +0.1% | +27.0% | -26.9% | -4.4% |
| 3M | +2.4% | +113.2% | -110.8% | -11.3% |
| 6M | +24.9% | +36.6% | -11.6% | +16.5% |
| YTD | +19.8% | +44.2% | -24.4% | +9.9% |
| 1Y | +44.9% | -18.0% | +62.8% | +44.2% |
| 3Y | +263.0% | -19.9% | +282.9% | +232.2% |
| 5Y | +129.5% | +257.7% | -128.2% | +39.3% |
| All | +294.9% | +357.0% | -62.0% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling