+48.4%
ELF vs ES
-0.1%
+48.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.3% | +0.9% | +5.4% | +6.0% |
| 30D | +8.5% | +5.9% | +2.6% | +7.5% |
| 3M | +24.4% | -1.0% | +25.5% | +24.5% |
| 6M | +94.7% | +7.2% | +87.6% | +90.6% |
| YTD | +55.9% | +7.0% | +48.9% | +53.0% |
| 1Y | +48.4% | +0.5% | +48.0% | +48.0% |
| All | +48.4% | -0.1% | +48.5% | +48.0% |
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