+48.3%
D vs ELF
+357.0%
-308.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.4% | +6.3% | -3.9% | +2.1% |
| 30D | +10.9% | +8.5% | +2.4% | +10.5% |
| 3M | +2.8% | +24.4% | -21.6% | +1.9% |
| 6M | +12.7% | +94.7% | -82.0% | +9.3% |
| YTD | +20.3% | +55.9% | -35.5% | +17.5% |
| 1Y | +17.1% | +48.4% | -31.3% | +14.6% |
| 3Y | +75.1% | +24.6% | +50.5% | +65.8% |
| 5Y | +13.1% | +285.0% | -271.9% | -3.1% |
| 10Y | +48.3% | +357.2% | -309.0% | +20.0% |
| All | +48.3% | +357.0% | -308.8% | +20.0% |
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