+341.4%
ELF vs ES
+85.7%
+255.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.4% |
| 7D | +4.0% | +1.9% | +2.1% | +3.4% |
| 30D | +10.6% | +7.1% | +3.5% | +8.6% |
| 3M | +25.8% | -1.9% | +27.8% | +26.1% |
| 6M | +89.1% | +4.4% | +84.7% | +86.1% |
| YTD | +52.7% | +7.3% | +45.4% | +49.1% |
| 1Y | +51.7% | +2.1% | +49.6% | +49.6% |
| 3Y | +14.2% | +41.8% | -27.6% | +2.3% |
| 5Y | +270.7% | +1.4% | +269.3% | +259.1% |
| All | +341.4% | +85.7% | +255.7% | +300.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling