+314.5%
ELF vs A
+301.2%
+13.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -1.9% |
| 7D | -2.7% | -5.2% | +2.4% | -0.3% |
| 30D | +6.9% | +1.4% | +5.4% | +6.1% |
| 3M | +27.2% | +21.9% | +5.3% | +15.5% |
| 6M | +84.9% | +46.7% | +38.2% | +51.8% |
| YTD | +44.5% | +27.2% | +17.3% | +26.5% |
| 1Y | -6.8% | +17.9% | -24.7% | -15.4% |
| 3Y | +14.2% | +61.1% | -46.9% | -11.6% |
| 5Y | +250.6% | +13.8% | +236.8% | +208.3% |
| 10Y | +318.0% | +318.8% | -0.8% | +141.9% |
| All | +314.5% | +301.2% | +13.3% | +145.1% |
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