-10.2%
DOW vs ELF
+934.1%
-944.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.4% |
| 7D | -2.4% | -10.8% | +8.5% | -0.8% |
| 30D | -4.1% | +0.8% | -4.9% | -4.4% |
| 3M | -12.4% | +64.8% | -77.2% | -19.5% |
| 6M | -10.6% | +19.0% | -29.6% | -14.3% |
| YTD | +31.1% | +25.9% | +5.2% | +23.5% |
| 1Y | +30.5% | -28.8% | +59.3% | +33.5% |
| 3Y | -34.4% | -29.6% | -4.8% | -39.2% |
| 5Y | -35.5% | +216.2% | -251.7% | -63.1% |
| All | -10.2% | +934.1% | -944.3% | -62.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling