+314.5%
ELF vs COO
+36.2%
+278.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.8% |
| 7D | -2.7% | +5.3% | -8.0% | -4.7% |
| 30D | +6.9% | +12.5% | -5.7% | +1.9% |
| 3M | +27.2% | -15.1% | +42.3% | +34.7% |
| 6M | +84.9% | +3.7% | +81.2% | +80.0% |
| YTD | +44.5% | -22.5% | +67.0% | +58.2% |
| 1Y | -6.8% | -7.8% | +1.0% | -4.8% |
| 3Y | +14.2% | -24.1% | +38.3% | +21.0% |
| 5Y | +250.6% | -40.1% | +290.7% | +306.4% |
| 10Y | +318.0% | +44.7% | +273.3% | +283.1% |
| All | +314.5% | +36.2% | +278.3% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling