+338.3%
ELF vs A
+308.2%
+30.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.9% |
| 7D | +4.0% | -0.1% | +4.0% | +4.1% |
| 30D | +10.6% | +3.4% | +7.2% | +8.8% |
| 3M | +25.8% | +23.8% | +2.0% | +13.5% |
| 6M | +89.1% | +49.0% | +40.1% | +54.1% |
| YTD | +52.7% | +29.4% | +23.3% | +32.8% |
| 1Y | +51.7% | +19.4% | +32.4% | +37.2% |
| 3Y | +14.2% | +66.2% | -52.0% | -12.8% |
| 5Y | +270.7% | +15.8% | +254.9% | +223.5% |
| 10Y | +341.9% | +326.1% | +15.9% | +153.7% |
| All | +338.3% | +308.2% | +30.1% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling