+193.5%
ECL vs ELF
+357.0%
-163.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +0.4% | +6.3% | -5.8% | -0.3% |
| 30D | +8.6% | +8.5% | +0.1% | +7.5% |
| 3M | +7.9% | +24.4% | -16.5% | +5.0% |
| 6M | +21.0% | +94.7% | -73.7% | +11.2% |
| YTD | +17.5% | +55.9% | -38.3% | +10.0% |
| 1Y | +19.7% | +48.4% | -28.8% | +12.5% |
| 3Y | +77.4% | +24.6% | +52.8% | +57.5% |
| 5Y | +38.7% | +285.0% | -246.3% | -1.4% |
| 10Y | +193.5% | +357.2% | -163.7% | +84.5% |
| All | +193.5% | +357.0% | -163.5% | +84.5% |
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