+338.7%
ELF vs ES
+92.3%
+246.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.4% |
| 7D | +4.3% | +0.1% | +4.1% | +4.1% |
| 30D | +7.7% | +6.7% | +1.0% | +5.9% |
| 3M | +24.7% | +0.3% | +24.4% | +24.3% |
| 6M | +114.6% | +7.4% | +107.2% | +109.9% |
| YTD | +55.8% | +8.4% | +47.4% | +51.8% |
| 1Y | +51.9% | +0.6% | +51.3% | +50.5% |
| 3Y | +24.6% | +50.6% | -26.0% | +9.9% |
| 5Y | +279.2% | +4.8% | +274.4% | +264.3% |
| 10Y | +338.7% | +93.1% | +245.6% | +307.7% |
| All | +338.7% | +92.3% | +246.4% | +307.7% |
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