+160.4%
ECL vs ELF
+357.0%
-196.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -2.6% | +5.4% | -8.0% | -3.2% |
| 30D | -2.2% | +27.0% | -29.1% | -5.0% |
| 3M | +10.1% | +113.2% | -103.1% | +0.4% |
| 6M | -5.7% | +36.6% | -42.3% | -9.9% |
| YTD | +7.0% | +44.2% | -37.3% | +1.2% |
| 1Y | +2.7% | -18.0% | +20.6% | +2.4% |
| 3Y | +57.7% | -19.9% | +77.6% | +48.9% |
| 5Y | +31.1% | +257.7% | -226.6% | -5.8% |
| All | +160.4% | +357.0% | -196.5% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling