+186.8%
ECL vs ELF
+397.3%
-210.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +1.7% |
| 7D | -0.5% | +7.8% | -8.4% | -1.4% |
| 30D | +8.8% | +9.3% | -0.4% | +7.7% |
| 3M | +7.8% | +21.2% | -13.3% | +5.3% |
| 6M | +21.3% | +96.1% | -74.8% | +11.4% |
| YTD | +17.8% | +57.0% | -39.2% | +10.2% |
| 1Y | +21.1% | +61.9% | -40.8% | +12.6% |
| 3Y | +80.1% | +20.0% | +60.1% | +60.8% |
| 5Y | +40.5% | +284.8% | -244.3% | +0.1% |
| 10Y | +197.7% | +364.2% | -166.5% | +85.7% |
| All | +186.8% | +397.3% | -210.5% | +79.1% |
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 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