-35.6%
ELAN vs ELF
+610.5%
-646.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | -5.4% | -11.6% | +6.2% | -3.4% |
| 30D | +4.7% | +4.6% | +0.1% | +3.8% |
| 3M | -3.7% | +59.7% | -63.4% | -12.1% |
| 6M | -1.2% | +21.2% | -22.4% | -5.8% |
| YTD | +2.4% | +27.4% | -25.1% | -3.9% |
| 1Y | +23.4% | -29.8% | +53.2% | +26.0% |
| 3Y | +96.7% | -28.5% | +125.1% | +82.5% |
| 5Y | -30.6% | +220.0% | -250.6% | -55.5% |
| All | -35.6% | +610.5% | -646.1% | -68.0% |
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