-19.5%
ELF vs FIVE
+50.0%
-69.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.1% | -3.0% | +0.1% |
| 7D | +5.4% | +4.3% | +1.1% | +3.6% |
| 30D | +27.0% | +12.5% | +14.5% | +21.2% |
| 3M | +113.2% | +31.2% | +82.0% | +91.1% |
| 6M | +36.6% | +14.4% | +22.2% | +28.0% |
| YTD | +44.2% | +33.9% | +10.3% | +26.9% |
| 1Y | -18.0% | +65.1% | -83.0% | -33.4% |
| All | -19.5% | +50.0% | -69.5% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling