+14.2%
ELF vs EL
+3.8%
+10.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.5% |
| 7D | +4.0% | +0.8% | +3.2% | +3.5% |
| 30D | +10.6% | +16.5% | -5.9% | +1.5% |
| 3M | +25.8% | +29.2% | -3.4% | +8.7% |
| 6M | +89.1% | +27.9% | +61.1% | +63.7% |
| YTD | +52.7% | +6.2% | +46.5% | +45.2% |
| 1Y | +51.7% | +27.2% | +24.6% | +30.9% |
| 3Y | +14.2% | +3.2% | +11.0% | -7.7% |
| All | +14.2% | +3.8% | +10.4% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling