-18.0%
ELF vs FIVE
+66.7%
-84.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | -0.6% |
| 7D | +5.4% | +4.3% | +1.1% | +3.1% |
| 30D | +27.0% | +12.5% | +14.5% | +19.4% |
| 3M | +113.2% | +31.2% | +82.0% | +85.3% |
| 6M | +36.6% | +14.4% | +22.2% | +25.1% |
| YTD | +44.2% | +33.9% | +10.3% | +17.6% |
| 1Y | -18.0% | +65.1% | -83.0% | -42.5% |
| All | -18.0% | +66.7% | -84.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling