+357.2%
ELF vs A
+312.5%
+44.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | +6.3% | +1.4% | +4.9% | +5.7% |
| 30D | +8.5% | +4.3% | +4.2% | +6.3% |
| 3M | +24.4% | +19.8% | +4.6% | +14.0% |
| 6M | +94.7% | +54.4% | +40.4% | +55.8% |
| YTD | +55.9% | +31.7% | +24.1% | +34.2% |
| 1Y | +48.4% | +22.4% | +26.0% | +32.5% |
| 3Y | +24.6% | +67.7% | -43.1% | -5.4% |
| 5Y | +285.0% | +15.7% | +269.3% | +235.8% |
| 10Y | +357.2% | +308.7% | +48.5% | +171.0% |
| All | +357.2% | +312.5% | +44.7% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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