+18.2%
D vs ELF
+29.9%
-11.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.3% |
| 7D | +3.0% | +4.0% | -1.0% | +3.1% |
| 30D | +11.5% | +10.6% | +0.9% | +11.8% |
| 3M | +3.7% | +25.8% | -22.1% | +4.4% |
| 6M | +13.5% | +89.1% | -75.5% | +15.5% |
| YTD | +20.7% | +52.7% | -32.0% | +22.4% |
| 1Y | +18.2% | +51.7% | -33.5% | +20.0% |
| All | +18.2% | +29.9% | -11.6% | +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 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