+284.8%
ELF vs CAPR
+160.6%
+124.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.7% | +2.5% |
| 7D | +7.8% | +36.0% | -28.2% | +7.1% |
| 30D | +9.3% | +25.8% | -16.5% | +8.6% |
| 3M | +21.2% | +140.8% | -119.7% | +18.3% |
| 6M | +96.1% | -67.6% | +163.7% | +97.6% |
| YTD | +57.0% | -65.9% | +122.8% | +57.7% |
| 1Y | +61.9% | +66.1% | -4.3% | +48.0% |
| 3Y | +20.0% | +256.9% | -236.9% | +0.8% |
| 5Y | +284.8% | +172.1% | +112.7% | +205.5% |
| All | +284.8% | +160.6% | +124.2% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling