+8.0%
ELF vs ES
+50.7%
-42.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.7% |
| 7D | -2.7% | +5.9% | -8.7% | -3.8% |
| 30D | +6.9% | +10.2% | -3.3% | +4.9% |
| 3M | +27.2% | +0.4% | +26.8% | +27.0% |
| 6M | +84.9% | +6.9% | +78.0% | +81.8% |
| YTD | +44.5% | +10.5% | +33.9% | +41.0% |
| 1Y | -6.8% | +3.2% | -10.0% | -7.7% |
| All | +8.0% | +50.7% | -42.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling