+31.8%
D vs ELF
+357.0%
-325.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | +0.4% | +5.4% | -4.9% | +0.2% |
| 30D | -3.6% | +27.0% | -30.5% | -4.5% |
| 3M | -1.0% | +113.2% | -114.2% | -4.3% |
| 6M | +6.3% | +36.6% | -30.3% | +4.6% |
| YTD | +14.7% | +44.2% | -29.5% | +12.4% |
| 1Y | +16.9% | -18.0% | +34.9% | +17.0% |
| 3Y | +56.8% | -19.9% | +76.7% | +52.4% |
| 5Y | +5.2% | +257.7% | -252.5% | -9.7% |
| All | +31.8% | +357.0% | -325.1% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling