+252.5%
C vs ELF
+393.8%
-141.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.4% | +6.3% | -6.6% | -1.4% |
| 30D | -5.2% | +8.5% | -13.7% | -6.6% |
| 3M | -9.1% | +24.4% | -33.5% | -12.9% |
| 6M | -1.6% | +94.7% | -96.3% | -13.7% |
| YTD | +6.9% | +55.9% | -48.9% | -3.4% |
| 1Y | +23.0% | +48.4% | -25.4% | +11.9% |
| 3Y | +216.1% | +24.6% | +191.5% | +164.7% |
| 5Y | +112.2% | +285.0% | -172.8% | +27.1% |
| 10Y | +208.8% | +357.2% | -148.4% | +50.9% |
| All | +252.5% | +393.8% | -141.2% | +72.3% |
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