+275.1%
ELF vs COO
-41.6%
+316.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | +4.0% | +4.7% | -0.7% | +2.2% |
| 30D | +10.6% | +13.9% | -3.3% | +5.3% |
| 3M | +25.8% | -14.9% | +40.8% | +32.5% |
| 6M | +89.1% | +2.0% | +87.0% | +85.5% |
| YTD | +52.7% | -23.9% | +76.6% | +67.0% |
| 1Y | +51.7% | -9.6% | +61.4% | +56.2% |
| 3Y | +14.2% | -25.4% | +39.7% | +20.0% |
| All | +275.1% | -41.6% | +316.7% | +350.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling