+1,106.2%
DELL vs ELF
+230.6%
+875.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +1.0% |
| 7D | +8.7% | -6.8% | +15.5% | +10.1% |
| 30D | +16.9% | +5.1% | +11.8% | +15.5% |
| 3M | +40.4% | +79.8% | -39.3% | +23.9% |
| 6M | +267.1% | +29.7% | +237.3% | +242.9% |
| YTD | +329.1% | +31.6% | +297.5% | +295.3% |
| 1Y | +346.9% | -27.9% | +374.8% | +361.0% |
| 3Y | +696.6% | -26.4% | +723.1% | +640.7% |
| 5Y | +1,106.2% | +235.6% | +870.6% | +481.9% |
| All | +1,106.2% | +230.6% | +875.6% | +481.9% |
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