+2.1%
ECL vs ELF
-23.1%
+25.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.1% |
| 7D | -0.8% | -1.2% | +0.4% | -0.7% |
| 30D | -2.5% | +5.9% | -8.4% | -3.0% |
| 3M | +8.3% | +99.5% | -91.2% | +2.8% |
| 6M | -1.1% | +26.5% | -27.6% | -3.9% |
| YTD | +6.5% | +37.2% | -30.7% | +3.1% |
| 1Y | +2.1% | -24.4% | +26.5% | +0.2% |
| All | +2.1% | -23.1% | +25.2% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling