+313.8%
ELF vs EAT
+409.2%
-95.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +5.4% | 0.0% | +5.3% | +5.3% |
| 30D | +27.0% | +1.9% | +25.1% | +25.8% |
| 3M | +113.2% | +68.7% | +44.5% | +81.8% |
| 6M | +36.6% | +66.9% | -30.3% | +15.7% |
| YTD | +44.2% | +60.4% | -16.2% | +23.5% |
| 1Y | -18.0% | +44.0% | -62.0% | -28.3% |
| 3Y | -19.9% | +604.7% | -624.6% | -57.4% |
| 5Y | +257.7% | +347.0% | -89.3% | +104.9% |
| All | +313.8% | +409.2% | -95.3% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling