+314.5%
ELF vs EL
+38.0%
+276.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -1.2% |
| 7D | -2.7% | -1.1% | -1.7% | -2.3% |
| 30D | +6.9% | +15.3% | -8.4% | -1.1% |
| 3M | +27.2% | +24.2% | +3.0% | +12.6% |
| 6M | +84.9% | +30.9% | +54.0% | +58.7% |
| YTD | +44.5% | +3.9% | +40.6% | +39.2% |
| 1Y | -6.8% | +19.9% | -26.6% | -16.1% |
| 3Y | +14.2% | +2.5% | +11.7% | +3.3% |
| 5Y | +250.6% | -66.7% | +317.4% | +460.5% |
| 10Y | +318.0% | +54.9% | +263.1% | +264.9% |
| All | +314.5% | +38.0% | +276.6% | +270.7% |
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 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