+275.1%
ELF vs EL
-66.1%
+341.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.6% |
| 7D | +4.0% | +0.8% | +3.2% | +3.5% |
| 30D | +10.6% | +16.5% | -5.9% | +2.2% |
| 3M | +25.8% | +29.2% | -3.4% | +10.1% |
| 6M | +89.1% | +27.9% | +61.1% | +65.7% |
| YTD | +52.7% | +6.2% | +46.5% | +46.0% |
| 1Y | +51.7% | +27.2% | +24.6% | +32.7% |
| 3Y | +14.2% | +3.2% | +11.0% | +2.3% |
| All | +275.1% | -66.1% | +341.3% | +467.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling