+58.6%
ELF vs EL
+23.3%
+35.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.2% |
| 7D | +1.6% | +1.5% | 0.0% | +0.7% |
| 30D | +9.1% | +10.0% | -0.9% | +3.0% |
| 3M | +28.2% | +28.4% | -0.2% | +9.8% |
| 6M | +119.5% | +37.1% | +82.5% | +80.4% |
| YTD | +55.2% | +7.8% | +47.3% | +49.5% |
| 1Y | +58.6% | +26.0% | +32.6% | +41.0% |
| All | +58.6% | +23.3% | +35.3% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling