+255.0%
ELF vs ES
-5.6%
+260.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.2% |
| 7D | +5.4% | +0.3% | +5.1% | +5.3% |
| 30D | +27.0% | -2.0% | +28.9% | +27.5% |
| 3M | +113.2% | +1.7% | +111.5% | +111.9% |
| 6M | +36.6% | -3.5% | +40.1% | +37.3% |
| YTD | +44.2% | +7.9% | +36.3% | +41.2% |
| 1Y | -18.0% | +17.2% | -35.1% | -21.1% |
| 3Y | -19.9% | +29.3% | -49.2% | -26.2% |
| All | +255.0% | -5.6% | +260.7% | +245.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling