+21.3%
ELF vs A
+64.5%
-43.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.6% |
| 7D | +1.6% | -0.5% | +2.0% | +1.9% |
| 30D | +9.1% | 0.0% | +9.1% | +9.1% |
| 3M | +28.2% | +16.7% | +11.5% | +17.9% |
| 6M | +119.5% | +54.8% | +64.7% | +70.3% |
| YTD | +55.2% | +28.8% | +26.3% | +34.2% |
| 1Y | +58.6% | +19.3% | +39.3% | +43.9% |
| 3Y | +21.3% | +65.5% | -44.3% | -7.1% |
| All | +21.3% | +64.5% | -43.2% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling