+8.0%
ELF vs FIVE
+35.4%
-27.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +0.9% | -1.6% |
| 7D | -2.7% | -1.7% | -1.0% | -2.1% |
| 30D | +6.9% | +14.9% | -8.1% | +0.9% |
| 3M | +27.2% | +7.6% | +19.6% | +23.2% |
| 6M | +84.9% | +6.4% | +78.5% | +78.3% |
| YTD | +44.5% | +28.1% | +16.4% | +29.0% |
| 1Y | -6.8% | +54.7% | -61.5% | -22.3% |
| All | +8.0% | +35.4% | -27.4% | -21.5% |
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 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