+32.6%
D vs ELF
+334.6%
-302.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +0.8% |
| 7D | +0.8% | -1.2% | +1.9% | +0.8% |
| 30D | -0.7% | +5.9% | -6.7% | -1.0% |
| 3M | +2.1% | +99.5% | -97.4% | -1.0% |
| 6M | +6.8% | +26.5% | -19.7% | +5.5% |
| YTD | +16.5% | +37.2% | -20.6% | +14.4% |
| 1Y | +19.2% | -24.4% | +43.6% | +19.6% |
| 3Y | +61.9% | -23.3% | +85.2% | +57.5% |
| 5Y | +6.5% | +245.2% | -238.6% | -8.4% |
| All | +32.6% | +334.6% | -302.0% | +7.0% |
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