-30.7%
DOW vs ELF
+286.5%
-317.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -1.6% |
| 7D | -9.4% | +7.8% | -17.3% | -9.9% |
| 30D | +8.9% | +9.3% | -0.3% | +8.3% |
| 3M | +6.7% | +21.2% | -14.4% | +5.2% |
| 6M | -14.2% | +96.1% | -110.3% | -18.7% |
| YTD | +36.9% | +57.0% | -20.0% | +31.3% |
| 1Y | +45.8% | +61.9% | -16.1% | +39.1% |
| 3Y | -23.9% | +20.0% | -43.9% | -30.1% |
| All | -30.7% | +286.5% | -317.2% | -47.1% |
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