+80.3%
ELF vs ADVB
-97.5%
+177.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +5.7% |
| 7D | +4.0% | -13.9% | +17.9% | +4.0% |
| 30D | +10.6% | -68.1% | +78.7% | +10.8% |
| 3M | +25.8% | -73.4% | +99.2% | +26.1% |
| 6M | +89.1% | -70.8% | +159.9% | +83.7% |
| YTD | +52.7% | -66.1% | +118.8% | +49.2% |
| 1Y | +51.7% | -77.5% | +129.2% | +50.3% |
| All | +80.3% | -97.5% | +177.8% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling