-19.5%
ELF vs COMP
+215.9%
-235.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +5.4% | +1.4% | +4.0% | +5.0% |
| 30D | +27.0% | -13.3% | +40.3% | +29.9% |
| 3M | +113.2% | +41.1% | +72.1% | +99.8% |
| 6M | +36.6% | +17.2% | +19.4% | +30.4% |
| YTD | +44.2% | +5.2% | +39.0% | +39.1% |
| 1Y | -18.0% | +18.9% | -36.9% | -23.1% |
| All | -19.5% | +215.9% | -235.4% | -48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling