+17.1%
D vs ELF
+56.1%
-39.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +2.4% | +6.3% | -3.9% | +2.5% |
| 30D | +10.9% | +8.5% | +2.4% | +11.1% |
| 3M | +2.8% | +24.4% | -21.6% | +3.4% |
| 6M | +12.7% | +94.7% | -82.0% | +14.2% |
| YTD | +20.3% | +55.9% | -35.5% | +21.1% |
| 1Y | +17.1% | +48.4% | -31.3% | +18.1% |
| All | +17.1% | +56.1% | -39.0% | +18.1% |
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