+99.0%
COST vs ELF
+24.2%
+74.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.2% |
| 7D | +5.0% | +1.6% | +3.4% | +4.9% |
| 30D | +12.8% | +9.1% | +3.7% | +12.5% |
| 3M | +15.2% | +28.2% | -13.0% | +14.2% |
| 6M | +7.4% | +119.5% | -112.1% | +4.4% |
| YTD | +29.0% | +55.2% | -26.1% | +26.7% |
| 1Y | +20.3% | +58.6% | -38.3% | +18.0% |
| 3Y | +99.0% | +21.3% | +77.7% | +77.4% |
| All | +99.0% | +24.2% | +74.8% | +77.4% |
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