+599.3%
COST vs ELF
+303.8%
+295.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -1.2% | -11.6% | +10.4% | -0.2% |
| 30D | -4.7% | +4.6% | -9.4% | -5.2% |
| 3M | -7.1% | +59.7% | -66.8% | -11.2% |
| 6M | -8.5% | +21.2% | -29.8% | -10.7% |
| YTD | +5.4% | +27.4% | -22.1% | +2.0% |
| 1Y | -5.6% | -29.8% | +24.2% | -4.4% |
| 3Y | +68.5% | -28.5% | +96.9% | +62.7% |
| 5Y | +105.2% | +220.0% | -114.8% | +60.3% |
| All | +599.3% | +303.8% | +295.5% | +396.5% |
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