+357.2%
ELF vs CAPR
-68.2%
+425.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.2% | -0.5% |
| 7D | +6.3% | +7.6% | -1.4% | +6.1% |
| 30D | +8.5% | +13.3% | -4.8% | +8.0% |
| 3M | +24.4% | +130.4% | -106.0% | +21.2% |
| 6M | +94.7% | -70.8% | +165.5% | +96.7% |
| YTD | +55.9% | -69.3% | +125.1% | +56.9% |
| 1Y | +48.4% | +59.5% | -11.1% | +35.2% |
| 3Y | +24.6% | +216.8% | -192.2% | +7.6% |
| 5Y | +285.0% | +152.7% | +132.3% | +228.8% |
| 10Y | +357.2% | -68.2% | +425.4% | +270.7% |
| All | +357.2% | -68.2% | +425.4% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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