+338.7%
ELF vs AR
+58.9%
+279.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.2% |
| 7D | +4.3% | +2.1% | +2.2% | +4.0% |
| 30D | +7.7% | +4.5% | +3.2% | +7.0% |
| 3M | +24.7% | +1.0% | +23.7% | +24.2% |
| 6M | +114.6% | +4.4% | +110.2% | +112.1% |
| YTD | +55.8% | +10.9% | +44.9% | +51.8% |
| 1Y | +51.9% | +8.6% | +43.4% | +48.4% |
| 3Y | +24.6% | +48.5% | -23.9% | +15.5% |
| 5Y | +279.2% | +95.7% | +183.4% | +225.5% |
| 10Y | +338.7% | +55.5% | +283.3% | +212.2% |
| All | +338.7% | +58.9% | +279.8% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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