+313.8%
ELF vs EL
+33.1%
+280.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +0.5% |
| 7D | +5.4% | +0.8% | +4.6% | +4.9% |
| 30D | +27.0% | +19.8% | +7.1% | +14.8% |
| 3M | +113.2% | +25.7% | +87.5% | +88.2% |
| 6M | +36.6% | +5.4% | +31.1% | +31.1% |
| YTD | +44.2% | +0.2% | +44.0% | +41.9% |
| 1Y | -18.0% | +20.4% | -38.4% | -26.4% |
| 3Y | -19.9% | -32.1% | +12.2% | -11.3% |
| 5Y | +257.7% | -67.2% | +324.9% | +474.9% |
| All | +313.8% | +33.1% | +280.7% | +277.9% |
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