+51.7%
ELF vs COMP
+16.2%
+35.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.7% | -5.0% | +4.1% |
| 7D | +4.0% | +13.4% | -9.5% | +2.0% |
| 30D | +10.6% | +11.1% | -0.5% | +8.6% |
| 3M | +25.8% | -18.8% | +44.7% | +28.5% |
| 6M | +89.1% | +10.5% | +78.6% | +84.8% |
| YTD | +52.7% | -3.4% | +56.1% | +46.2% |
| 1Y | +51.7% | +19.7% | +32.0% | +39.0% |
| All | +51.7% | +16.2% | +35.6% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling