+357.2%
ELF vs EL
+60.9%
+296.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.3% | +7.6% | -1.3% | +2.1% |
| 30D | +8.5% | +15.7% | -7.2% | +0.2% |
| 3M | +24.4% | +30.5% | -6.1% | +7.2% |
| 6M | +94.7% | +32.5% | +62.2% | +66.0% |
| YTD | +55.9% | +9.4% | +46.4% | +46.0% |
| 1Y | +48.4% | +28.4% | +20.1% | +27.4% |
| 3Y | +24.6% | +4.4% | +20.2% | +11.4% |
| 5Y | +285.0% | -64.5% | +349.5% | +497.1% |
| 10Y | +357.2% | +64.9% | +292.3% | +276.9% |
| All | +357.2% | +60.9% | +296.3% | +276.9% |
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