+286.6%
ELF vs FIVE
+505.3%
-218.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.7% | -3.7% |
| 7D | +3.4% | +2.4% | +0.9% | +2.5% |
| 30D | +5.0% | +15.8% | -10.9% | -0.5% |
| 3M | +22.6% | +3.8% | +18.8% | +20.6% |
| 6M | +104.0% | +18.5% | +85.4% | +90.2% |
| YTD | +49.3% | +31.2% | +18.1% | +34.1% |
| 1Y | +46.0% | +61.8% | -15.8% | +21.8% |
| 3Y | +19.4% | +39.9% | -20.5% | -1.8% |
| 5Y | +262.0% | +18.3% | +243.7% | +200.7% |
| All | +286.6% | +505.3% | -218.8% | +126.0% |
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