+357.2%
ELF vs GEN
+151.0%
+206.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +6.3% | +1.0% | +5.3% | +6.0% |
| 30D | +8.5% | +29.1% | -20.6% | +1.7% |
| 3M | +24.4% | +2.9% | +21.5% | +22.4% |
| 6M | +94.7% | +33.6% | +61.1% | +78.5% |
| YTD | +55.9% | +12.0% | +43.8% | +48.5% |
| 1Y | +48.4% | +16.2% | +32.3% | +40.2% |
| 3Y | +24.6% | +65.1% | -40.4% | +9.1% |
| 5Y | +285.0% | +33.3% | +251.7% | +245.1% |
| 10Y | +357.2% | +149.7% | +207.6% | +232.0% |
| All | +357.2% | +151.0% | +206.3% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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