+58.6%
ELF vs A
+17.3%
+41.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +1.6% | -0.5% | +2.0% | +1.8% |
| 30D | +9.1% | 0.0% | +9.1% | +9.2% |
| 3M | +28.2% | +16.7% | +11.5% | +22.9% |
| 6M | +119.5% | +54.8% | +64.7% | +94.5% |
| YTD | +55.2% | +28.8% | +26.3% | +47.3% |
| 1Y | +58.6% | +19.3% | +39.3% | +56.4% |
| All | +58.6% | +17.3% | +41.3% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling