+48.4%
ELF vs ED
+25.7%
+22.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.5% |
| 7D | +6.3% | +2.1% | +4.2% | +6.7% |
| 30D | +8.5% | +12.4% | -3.9% | +11.5% |
| 3M | +24.4% | +13.1% | +11.3% | +27.9% |
| 6M | +94.7% | +14.1% | +80.7% | +99.5% |
| YTD | +55.9% | +23.1% | +32.8% | +60.5% |
| 1Y | +48.4% | +25.4% | +23.0% | +53.4% |
| All | +48.4% | +25.7% | +22.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling