+22.6%
D vs ELF
-3.2%
+25.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.5% |
| 7D | +8.5% | -1.5% | +10.1% | +8.5% |
| 30D | +14.3% | +9.5% | +4.8% | +14.6% |
| 3M | +1.8% | +29.4% | -27.6% | +2.7% |
| 6M | +13.0% | +83.7% | -70.7% | +15.2% |
| YTD | +22.7% | +49.4% | -26.7% | +24.8% |
| 1Y | +22.6% | -3.9% | +26.5% | +23.1% |
| All | +22.6% | -3.2% | +25.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling