-1.4%
DOW vs ELF
+1,179.3%
-1,180.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.5% | +4.3% | -4.7% | -1.1% |
| 30D | +15.7% | +7.7% | +8.0% | +14.4% |
| 3M | +5.3% | +24.7% | -19.4% | +1.6% |
| 6M | -14.2% | +114.6% | -128.8% | -24.4% |
| YTD | +43.9% | +55.8% | -11.9% | +31.2% |
| 1Y | +53.1% | +51.9% | +1.1% | +39.9% |
| 3Y | -21.8% | +24.6% | -46.4% | -35.0% |
| 5Y | -28.3% | +279.2% | -307.5% | -59.8% |
| All | -1.4% | +1,179.3% | -1,180.7% | -59.9% |
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 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