+49.1%
D vs ELF
+332.6%
-283.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | -1.4% | +1.6% | -3.0% | -1.4% |
| 30D | +7.7% | +9.1% | -1.4% | +7.3% |
| 3M | -0.3% | +28.2% | -28.5% | -1.4% |
| 6M | +10.1% | +119.5% | -109.5% | +6.2% |
| YTD | +19.1% | +55.2% | -36.1% | +16.2% |
| 1Y | +15.9% | +58.6% | -42.7% | +13.0% |
| 3Y | +75.0% | +21.3% | +53.7% | +65.9% |
| 5Y | +13.4% | +276.2% | -262.8% | -3.0% |
| All | +49.1% | +332.6% | -283.5% | +21.2% |
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