+357.2%
ELF vs FIVE
+562.8%
-205.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.3% | +7.3% | -1.0% | +3.6% |
| 30D | +8.5% | +18.1% | -9.6% | +2.2% |
| 3M | +24.4% | +7.7% | +16.7% | +20.7% |
| 6M | +94.7% | +13.6% | +81.1% | +84.5% |
| YTD | +55.9% | +34.6% | +21.3% | +38.6% |
| 1Y | +48.4% | +66.2% | -17.8% | +22.6% |
| 3Y | +24.6% | +43.5% | -18.8% | +1.5% |
| 5Y | +285.0% | +20.7% | +264.4% | +217.3% |
| 10Y | +357.2% | +541.5% | -184.3% | +160.8% |
| All | +357.2% | +562.8% | -205.6% | +160.8% |
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