+338.3%
ELF vs ESI
+285.4%
+52.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.9% |
| 7D | +4.0% | -8.5% | +12.5% | +7.7% |
| 30D | +10.6% | -15.7% | +26.2% | +17.9% |
| 3M | +25.8% | -18.2% | +44.1% | +35.1% |
| 6M | +89.1% | -28.8% | +117.9% | +110.8% |
| YTD | +52.7% | +26.3% | +26.5% | +28.6% |
| 1Y | +51.7% | +18.2% | +33.5% | +31.4% |
| 3Y | +14.2% | +68.1% | -53.9% | -14.8% |
| 5Y | +270.7% | +28.8% | +241.9% | +201.6% |
| 10Y | +341.9% | +329.8% | +12.1% | +118.5% |
| All | +338.3% | +285.4% | +52.9% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling