+11.7%
D vs ELF
+272.3%
-260.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.2% |
| 7D | -1.4% | +1.6% | -3.0% | -1.4% |
| 30D | +7.7% | +9.1% | -1.4% | +7.6% |
| 3M | -0.3% | +28.2% | -28.5% | -0.6% |
| 6M | +10.1% | +119.5% | -109.5% | +8.8% |
| YTD | +19.1% | +55.2% | -36.1% | +18.2% |
| 1Y | +15.9% | +58.6% | -42.7% | +15.0% |
| 3Y | +75.0% | +21.3% | +53.7% | +67.2% |
| All | +11.7% | +272.3% | -260.6% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling