+324.2%
CSCO vs ELF
+357.0%
-32.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -4.7% | +6.3% | -11.0% | -5.3% |
| 30D | -17.1% | +8.5% | -25.6% | -17.9% |
| 3M | -19.6% | +24.4% | -44.0% | -21.7% |
| 6M | +2.4% | +94.7% | -92.3% | -5.7% |
| YTD | +29.8% | +55.9% | -26.1% | +21.6% |
| 1Y | +38.7% | +48.4% | -9.7% | +30.5% |
| 3Y | +101.3% | +24.6% | +76.7% | +79.3% |
| 5Y | +94.8% | +285.0% | -190.2% | +40.4% |
| 10Y | +324.2% | +357.2% | -33.0% | +163.9% |
| All | +324.2% | +357.0% | -32.8% | +163.9% |
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