+62.1%
D vs ELF
-19.9%
+81.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | +1.5% | +5.4% | -3.9% | +1.4% |
| 30D | -2.6% | +27.0% | -29.6% | -2.7% |
| 3M | 0.0% | +113.2% | -113.2% | -0.5% |
| 6M | +7.4% | +36.6% | -29.2% | +7.3% |
| YTD | +15.9% | +44.2% | -28.4% | +15.6% |
| 1Y | +18.1% | -18.0% | +36.1% | +18.6% |
| All | +62.1% | -19.9% | +81.9% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling