+314.5%
ELF vs FIVE
+484.2%
-169.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +0.9% | -1.8% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | +6.9% | +14.9% | -8.1% | +1.6% |
| 3M | +27.2% | +7.6% | +19.6% | +23.7% |
| 6M | +84.9% | +6.4% | +78.5% | +79.2% |
| YTD | +44.5% | +28.1% | +16.4% | +30.9% |
| 1Y | -6.8% | +54.7% | -61.5% | -20.4% |
| 3Y | +14.2% | +36.1% | -21.8% | -5.1% |
| 5Y | +250.6% | +14.9% | +235.7% | +194.4% |
| 10Y | +318.0% | +578.8% | -260.8% | +146.0% |
| All | +314.5% | +484.2% | -169.6% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling