+250.6%
ELF vs CAPR
+126.3%
+124.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.3% | -3.2% |
| 7D | -2.7% | +29.7% | -32.5% | -3.4% |
| 30D | +6.9% | +11.0% | -4.1% | +6.5% |
| 3M | +27.2% | +118.8% | -91.6% | +24.4% |
| 6M | +84.9% | -73.9% | +158.8% | +87.3% |
| YTD | +44.5% | -70.2% | +114.7% | +45.6% |
| 1Y | -6.8% | +38.3% | -45.0% | -14.4% |
| 3Y | +14.2% | +199.7% | -185.4% | -3.6% |
| 5Y | +250.6% | +130.6% | +120.1% | +172.5% |
| All | +250.6% | +126.3% | +124.3% | +172.5% |
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