+364.2%
ELF vs EL
+63.1%
+301.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +1.2% |
| 7D | +7.8% | +8.0% | -0.2% | +3.4% |
| 30D | +9.3% | +15.4% | -6.1% | +1.1% |
| 3M | +21.2% | +28.5% | -7.3% | +5.4% |
| 6M | +96.1% | +32.2% | +63.9% | +67.4% |
| YTD | +57.0% | +9.2% | +47.8% | +47.2% |
| 1Y | +61.9% | +30.8% | +31.1% | +37.7% |
| 3Y | +20.0% | +3.7% | +16.3% | +7.8% |
| 5Y | +284.8% | -64.8% | +349.5% | +499.0% |
| 10Y | +364.2% | +60.0% | +304.2% | +291.0% |
| All | +364.2% | +63.1% | +301.2% | +291.0% |
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