-20.5%
ELF vs GEN
+5.6%
-26.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.6% |
| 7D | +5.4% | -1.2% | +6.5% | +5.6% |
| 30D | +27.0% | +10.1% | +16.8% | +23.8% |
| 3M | +113.2% | +16.1% | +97.1% | +104.0% |
| 6M | +36.6% | +38.9% | -2.3% | +25.2% |
| YTD | +44.2% | +14.4% | +29.8% | +46.7% |
| All | -20.5% | +5.6% | -26.1% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling