+265.7%
ELF vs EL
+24.5%
+241.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.8% |
| 7D | -11.6% | -6.5% | -5.1% | -8.3% |
| 30D | +4.6% | +11.1% | -6.5% | -1.4% |
| 3M | +59.7% | +10.7% | +49.0% | +50.9% |
| 6M | +21.2% | +6.9% | +14.3% | +15.9% |
| YTD | +27.4% | -6.3% | +33.7% | +30.1% |
| 1Y | -29.8% | +13.5% | -43.3% | -34.9% |
| 3Y | -28.5% | -33.1% | +4.6% | -20.2% |
| 5Y | +220.0% | -68.8% | +288.8% | +428.0% |
| All | +265.7% | +24.5% | +241.2% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling