-19.5%
ELF vs ESI
+79.8%
-99.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +0.8% |
| 7D | +5.4% | +3.3% | +2.0% | +3.8% |
| 30D | +27.0% | -5.9% | +32.8% | +30.2% |
| 3M | +113.2% | -14.1% | +127.3% | +123.3% |
| 6M | +36.6% | +6.6% | +30.0% | +22.2% |
| YTD | +44.2% | +45.0% | -0.8% | +4.4% |
| 1Y | -18.0% | +41.5% | -59.4% | -39.8% |
| All | -19.5% | +79.8% | -99.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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