+321.8%
ELF vs COMP
-52.8%
+374.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +0.8% |
| 7D | -1.5% | +9.5% | -11.0% | -2.8% |
| 30D | +9.5% | +8.1% | +1.4% | +8.2% |
| 3M | +29.4% | -16.3% | +45.7% | +31.9% |
| 6M | +83.7% | +42.2% | +41.5% | +72.7% |
| YTD | +49.4% | -5.0% | +54.4% | +47.1% |
| 1Y | -3.9% | +20.1% | -24.0% | -8.5% |
| 3Y | +18.2% | +358.4% | -340.3% | -9.7% |
| 5Y | +276.1% | -21.9% | +298.1% | +245.4% |
| All | +321.8% | -52.8% | +374.5% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling