+58.6%
ELF vs ES
+2.1%
+56.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.9% |
| 7D | +1.6% | +2.7% | -1.1% | +1.4% |
| 30D | +9.1% | +7.6% | +1.5% | +8.0% |
| 3M | +28.2% | +0.5% | +27.7% | +28.3% |
| 6M | +119.5% | +7.6% | +111.9% | +115.7% |
| YTD | +55.2% | +10.2% | +44.9% | +51.8% |
| 1Y | +58.6% | +1.8% | +56.8% | +58.5% |
| All | +58.6% | +2.1% | +56.5% | +58.5% |
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