+338.7%
ELF vs EL
+63.7%
+275.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +7.7% | +12.3% | -4.5% | +1.2% |
| 3M | +24.7% | +28.4% | -3.7% | +8.4% |
| 6M | +114.6% | +36.7% | +77.9% | +79.7% |
| YTD | +55.8% | +8.4% | +47.4% | +46.7% |
| 1Y | +51.9% | +25.4% | +26.5% | +32.1% |
| 3Y | +24.6% | +3.4% | +21.1% | +12.0% |
| 5Y | +279.2% | -64.8% | +344.0% | +490.3% |
| 10Y | +338.7% | +63.0% | +275.8% | +263.1% |
| All | +338.7% | +63.7% | +275.1% | +263.1% |
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