+70.5%
ELF vs ADVB
-97.6%
+168.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.5% | +6.2% | -3.3% |
| 7D | -2.7% | -28.0% | +25.3% | -2.6% |
| 30D | +6.9% | -70.2% | +77.1% | +7.2% |
| 3M | +27.2% | -76.1% | +103.3% | +27.5% |
| 6M | +84.9% | -72.3% | +157.2% | +79.7% |
| YTD | +44.5% | -67.5% | +111.9% | +41.2% |
| 1Y | -6.8% | -78.6% | +71.8% | -7.6% |
| All | +70.5% | -97.6% | +168.1% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling