+313.8%
ELF vs DECK
+713.0%
-399.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.6% | +1.5% |
| 7D | +5.4% | -2.2% | +7.6% | +6.3% |
| 30D | +27.0% | -13.6% | +40.6% | +34.1% |
| 3M | +113.2% | -21.2% | +134.4% | +132.3% |
| 6M | +36.6% | -21.1% | +57.7% | +48.2% |
| YTD | +44.2% | -17.2% | +61.5% | +52.4% |
| 1Y | -18.0% | -30.7% | +12.8% | -7.9% |
| 3Y | -19.9% | -3.4% | -16.6% | -22.3% |
| 5Y | +257.7% | +25.5% | +232.2% | +203.6% |
| All | +313.8% | +713.0% | -399.1% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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