+255.0%
ELF vs ED
+67.1%
+188.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.0% |
| 7D | +5.4% | -0.2% | +5.5% | +5.3% |
| 30D | +27.0% | -0.1% | +27.1% | +27.0% |
| 3M | +113.2% | +3.9% | +109.3% | +113.5% |
| 6M | +36.6% | -3.0% | +39.6% | +36.3% |
| YTD | +44.2% | +10.7% | +33.5% | +44.8% |
| 1Y | -18.0% | +13.3% | -31.3% | -17.6% |
| 3Y | -19.9% | +34.5% | -54.4% | -24.3% |
| All | +255.0% | +67.1% | +188.0% | +217.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling