+29.2%
DOW vs ELF
-17.5%
+46.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.0% |
| 7D | -2.4% | +5.4% | -7.7% | -2.3% |
| 30D | +0.4% | +27.0% | -26.6% | +0.5% |
| 3M | -14.4% | +113.2% | -127.6% | -14.9% |
| 6M | -7.0% | +36.6% | -43.5% | -5.5% |
| YTD | +30.2% | +44.2% | -14.0% | +30.8% |
| 1Y | +29.2% | -18.0% | +47.2% | +42.0% |
| All | +29.2% | -17.5% | +46.7% | +42.0% |
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