+14.7%
D vs ELF
+45.6%
-30.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.9% |
| 7D | -3.1% | +3.4% | -6.4% | -3.0% |
| 30D | +8.4% | +5.0% | +3.4% | +8.5% |
| 3M | +0.2% | +22.6% | -22.4% | +0.7% |
| 6M | +9.5% | +104.0% | -94.5% | +10.7% |
| YTD | +18.8% | +49.3% | -30.5% | +19.3% |
| 1Y | +14.7% | +46.0% | -31.3% | +15.3% |
| All | +14.7% | +45.6% | -30.8% | +15.3% |
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