+262.0%
ELF vs EAT
+355.7%
-93.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.7% |
| 7D | +3.4% | -7.1% | +10.4% | +5.3% |
| 30D | +5.0% | -2.3% | +7.3% | +5.2% |
| 3M | +22.6% | -19.6% | +42.2% | +29.2% |
| 6M | +104.0% | +46.0% | +57.9% | +80.2% |
| YTD | +49.3% | +37.7% | +11.6% | +32.9% |
| 1Y | +46.0% | +73.8% | -27.7% | +20.8% |
| 3Y | +19.4% | +482.1% | -462.7% | -31.7% |
| 5Y | +262.0% | +362.5% | -100.4% | +111.4% |
| All | +262.0% | +355.7% | -93.7% | +111.4% |
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