-18.0%
ELF vs ADVB
+5.8%
-23.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | +5.4% | -3.8% | +9.1% | +5.3% |
| 30D | +27.0% | +17.6% | +9.4% | +27.2% |
| 3M | +113.2% | +119.1% | -5.9% | +106.0% |
| 6M | +36.6% | +103.4% | -66.8% | +33.7% |
| YTD | +44.2% | +59.8% | -15.6% | +42.6% |
| 1Y | -18.0% | +8.5% | -26.5% | -17.8% |
| All | -18.0% | +5.8% | -23.8% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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