+8.0%
ELF vs AR
+20.9%
-12.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.9% |
| 7D | -2.7% | -11.7% | +9.0% | -1.0% |
| 30D | +6.9% | +1.8% | +5.0% | +6.3% |
| 3M | +27.2% | +6.0% | +21.2% | +25.3% |
| 6M | +84.9% | -7.0% | +91.9% | +86.1% |
| YTD | +44.5% | +5.6% | +38.9% | +39.4% |
| 1Y | -6.8% | +10.8% | -17.6% | -11.2% |
| All | +8.0% | +20.9% | -12.9% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling