+50.0%
D vs ELF
+334.4%
-284.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -2.4% | +4.3% | -6.7% | -2.6% |
| 30D | +9.0% | +7.7% | +1.2% | +8.6% |
| 3M | +1.0% | +24.7% | -23.8% | 0.0% |
| 6M | +11.0% | +114.6% | -103.6% | +7.2% |
| YTD | +19.8% | +55.8% | -36.0% | +16.9% |
| 1Y | +16.0% | +51.9% | -36.0% | +13.3% |
| 3Y | +74.4% | +24.6% | +49.8% | +65.0% |
| 5Y | +13.5% | +279.2% | -265.7% | -2.9% |
| All | +50.0% | +334.4% | -284.4% | +21.9% |
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