+338.3%
ELF vs EL
+41.0%
+297.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.8% |
| 3M | +25.8% | +29.2% | -3.4% | +9.2% |
| 6M | +89.1% | +27.9% | +61.1% | +64.3% |
| YTD | +52.7% | +6.2% | +46.5% | +45.5% |
| 1Y | +51.7% | +27.2% | +24.6% | +31.2% |
| 3Y | +14.2% | +3.2% | +11.0% | +2.9% |
| 5Y | +270.7% | -66.0% | +336.7% | +485.8% |
| 10Y | +341.9% | +58.3% | +283.6% | +281.4% |
| All | +338.3% | +41.0% | +297.2% | +287.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling