+314.5%
ELF vs ES
+83.4%
+231.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.8% |
| 7D | -2.7% | +5.9% | -8.7% | -4.1% |
| 30D | +6.9% | +10.2% | -3.3% | +4.3% |
| 3M | +27.2% | +0.4% | +26.8% | +26.9% |
| 6M | +84.9% | +6.9% | +78.0% | +81.1% |
| YTD | +44.5% | +10.5% | +33.9% | +40.2% |
| 1Y | -6.8% | +3.2% | -10.0% | -8.0% |
| 3Y | +14.2% | +49.0% | -34.8% | +1.2% |
| 5Y | +250.6% | +4.5% | +246.2% | +237.5% |
| 10Y | +318.0% | +92.3% | +225.7% | +277.2% |
| All | +314.5% | +83.4% | +231.2% | +283.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling