+18.5%
D vs ELF
-19.1%
+37.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | +1.5% | +5.4% | -3.9% | +1.6% |
| 30D | -2.6% | +27.0% | -29.6% | -1.7% |
| 3M | 0.0% | +113.2% | -113.2% | +2.6% |
| 6M | +7.4% | +36.6% | -29.2% | +8.9% |
| YTD | +15.9% | +44.2% | -28.4% | +17.9% |
| All | +18.5% | -19.1% | +37.6% | +17.1% |
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