+286.6%
ELF vs A
+300.7%
-14.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -1.9% | -3.1% |
| 7D | +3.4% | +0.7% | +2.6% | +3.1% |
| 30D | +5.0% | +0.8% | +4.1% | +4.5% |
| 3M | +22.6% | +16.9% | +5.7% | +13.5% |
| 6M | +104.0% | +53.8% | +50.2% | +63.0% |
| YTD | +49.3% | +28.1% | +21.2% | +30.2% |
| 1Y | +46.0% | +15.0% | +31.0% | +34.4% |
| 3Y | +19.4% | +63.1% | -43.7% | -8.4% |
| 5Y | +262.0% | +11.5% | +250.6% | +221.3% |
| All | +286.6% | +300.7% | -14.1% | +109.1% |
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