-10.9%
DOW vs ELF
+980.8%
-991.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | 0.0% |
| 7D | -6.0% | -6.8% | +0.8% | -5.1% |
| 30D | -2.7% | +5.1% | -7.8% | -3.6% |
| 3M | -10.5% | +79.8% | -90.2% | -18.8% |
| 6M | -12.4% | +29.7% | -42.2% | -17.2% |
| YTD | +30.0% | +31.6% | -1.6% | +21.7% |
| 1Y | +27.8% | -27.9% | +55.7% | +30.6% |
| 3Y | -34.9% | -26.4% | -8.5% | -40.0% |
| 5Y | -35.9% | +235.6% | -271.5% | -63.7% |
| All | -10.9% | +980.8% | -991.7% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling