+341.4%
ELF vs CAPR
-68.5%
+410.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.1% | +5.6% |
| 7D | +4.0% | +41.1% | -37.1% | +3.1% |
| 30D | +10.6% | +11.1% | -0.5% | +10.2% |
| 3M | +25.8% | +115.3% | -89.5% | +22.7% |
| 6M | +89.1% | -73.8% | +162.9% | +91.6% |
| YTD | +52.7% | -68.8% | +121.6% | +53.8% |
| 1Y | +51.7% | +43.3% | +8.4% | +38.6% |
| 3Y | +14.2% | +214.7% | -200.5% | -1.3% |
| 5Y | +270.7% | +141.3% | +129.4% | +216.9% |
| All | +341.4% | -68.5% | +410.0% | +250.9% |
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