+273.0%
ELF vs ED
+85.1%
+187.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +4.0% |
| 7D | +1.6% | +2.1% | -0.5% | +1.8% |
| 30D | +9.1% | +10.4% | -1.3% | +10.0% |
| 3M | +28.2% | +12.5% | +15.6% | +29.4% |
| 6M | +119.5% | +14.9% | +104.6% | +121.9% |
| YTD | +55.2% | +24.8% | +30.3% | +57.5% |
| 1Y | +58.6% | +23.8% | +34.8% | +61.0% |
| 3Y | +21.3% | +51.6% | -30.4% | +15.8% |
| All | +273.0% | +85.1% | +187.9% | +238.4% |
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 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