+364.2%
ELF vs ALK
-37.5%
+401.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +0.4% |
| 7D | +7.8% | +8.9% | -1.1% | +4.6% |
| 30D | +9.3% | +5.9% | +3.3% | +6.7% |
| 3M | +21.2% | -16.5% | +37.7% | +27.7% |
| 6M | +96.1% | +2.1% | +94.0% | +91.4% |
| YTD | +57.0% | -17.1% | +74.1% | +61.9% |
| 1Y | +61.9% | -2.9% | +64.7% | +57.9% |
| 3Y | +20.0% | +24.5% | -4.5% | -0.2% |
| 5Y | +284.8% | -29.1% | +313.9% | +283.8% |
| 10Y | +364.2% | -39.1% | +403.3% | +327.4% |
| All | +364.2% | -37.5% | +401.7% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling