+341.4%
ELF vs FIVE
+563.4%
-222.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +10.6% | +17.7% | -7.1% | +4.3% |
| 3M | +25.8% | +4.0% | +21.8% | +23.7% |
| 6M | +89.1% | +2.6% | +86.4% | +85.5% |
| YTD | +52.7% | +27.6% | +25.2% | +38.5% |
| 1Y | +51.7% | +59.9% | -8.2% | +27.1% |
| 3Y | +14.2% | +35.8% | -21.5% | -5.1% |
| 5Y | +270.7% | +14.4% | +256.3% | +211.3% |
| All | +341.4% | +563.4% | -222.0% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling