+357.2%
ELF vs AR
+52.4%
+304.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.5% |
| 7D | +6.3% | -5.8% | +12.0% | +7.0% |
| 30D | +8.5% | +4.8% | +3.7% | +7.7% |
| 3M | +24.4% | +1.5% | +22.9% | +23.8% |
| 6M | +94.7% | +4.7% | +90.0% | +92.3% |
| YTD | +55.9% | +9.2% | +46.7% | +52.1% |
| 1Y | +48.4% | +11.2% | +37.2% | +44.5% |
| 3Y | +24.6% | +46.2% | -21.6% | +15.7% |
| 5Y | +285.0% | +98.1% | +187.0% | +229.9% |
| 10Y | +357.2% | +54.5% | +302.7% | +222.4% |
| All | +357.2% | +52.4% | +304.8% | +222.4% |
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