-3.9%
ELF vs ES
-1.6%
-2.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | -1.5% | +5.3% | -6.9% | -2.6% |
| 30D | +9.5% | +8.9% | +0.6% | +7.4% |
| 3M | +29.4% | -1.9% | +31.3% | +30.2% |
| 6M | +83.7% | +3.9% | +79.8% | +80.9% |
| YTD | +49.4% | +8.3% | +41.2% | +44.0% |
| 1Y | -3.9% | -0.1% | -3.8% | -4.0% |
| All | -3.9% | -1.6% | -2.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling