+275.1%
ELF vs EAT
+361.6%
-86.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.5% |
| 7D | +4.0% | -2.6% | +6.6% | +4.6% |
| 30D | +10.6% | +11.5% | -0.9% | +6.9% |
| 3M | +25.8% | -9.1% | +34.9% | +27.9% |
| 6M | +89.1% | +40.4% | +48.6% | +68.9% |
| YTD | +52.7% | +43.9% | +8.8% | +34.4% |
| 1Y | +51.7% | +101.9% | -50.2% | +20.2% |
| 3Y | +14.2% | +489.9% | -475.6% | -34.8% |
| All | +275.1% | +361.6% | -86.5% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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