+286.6%
ELF vs COO
+40.1%
+246.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.7% |
| 7D | +3.4% | -2.1% | +5.4% | +4.2% |
| 30D | +5.0% | +13.9% | -9.0% | -0.5% |
| 3M | +22.6% | -18.9% | +41.5% | +32.4% |
| 6M | +104.0% | +3.7% | +100.2% | +98.3% |
| YTD | +49.3% | -24.1% | +73.4% | +64.9% |
| 1Y | +46.0% | -14.2% | +60.2% | +53.5% |
| 3Y | +19.4% | -24.5% | +43.8% | +26.6% |
| 5Y | +262.0% | -40.4% | +302.4% | +321.6% |
| All | +286.6% | +40.1% | +246.5% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling