+275.1%
ELF vs COMP
-17.6%
+292.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.7% | -5.0% | +4.2% |
| 7D | +4.0% | +13.4% | -9.5% | +2.1% |
| 30D | +10.6% | +11.1% | -0.5% | +8.7% |
| 3M | +25.8% | -18.8% | +44.7% | +29.0% |
| 6M | +89.1% | +10.5% | +78.6% | +84.6% |
| YTD | +52.7% | -3.4% | +56.1% | +49.9% |
| 1Y | +51.7% | +19.7% | +32.0% | +44.1% |
| 3Y | +14.2% | +381.6% | -367.4% | -13.6% |
| All | +275.1% | -17.6% | +292.7% | +266.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling