+153.8%
ECL vs ELF
+317.0%
-163.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | -1.7% |
| 7D | -2.7% | -6.8% | +4.0% | -2.0% |
| 30D | -4.3% | +5.1% | -9.4% | -4.9% |
| 3M | +3.2% | +79.8% | -76.6% | -4.0% |
| 6M | -2.9% | +29.7% | -32.6% | -6.6% |
| YTD | +4.3% | +31.6% | -27.4% | -0.3% |
| 1Y | +1.6% | -27.9% | +29.6% | +2.9% |
| 3Y | +54.3% | -26.4% | +80.7% | +47.0% |
| 5Y | +26.5% | +235.6% | -209.1% | -8.5% |
| All | +153.8% | +317.0% | -163.2% | +62.0% |
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 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