+314.5%
ELF vs ED
+121.6%
+192.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.4% |
| 7D | -2.7% | +5.2% | -7.9% | -3.2% |
| 30D | +6.9% | +15.5% | -8.7% | +5.4% |
| 3M | +27.2% | +13.0% | +14.2% | +25.7% |
| 6M | +84.9% | +13.1% | +71.8% | +82.5% |
| YTD | +44.5% | +25.3% | +19.2% | +40.9% |
| 1Y | -6.8% | +30.5% | -37.3% | -9.6% |
| 3Y | +14.2% | +49.3% | -35.1% | +5.8% |
| 5Y | +250.6% | +84.6% | +166.1% | +209.2% |
| 10Y | +318.0% | +135.4% | +182.6% | +269.7% |
| All | +314.5% | +121.6% | +192.9% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling