+293.6%
ELF vs INDA
+82.0%
+211.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.2% | -3.8% |
| 7D | -1.2% | -1.0% | -0.2% | -0.5% |
| 30D | +5.9% | -2.5% | +8.5% | +7.8% |
| 3M | +99.5% | +4.0% | +95.5% | +94.9% |
| 6M | +26.5% | -1.8% | +28.3% | +28.4% |
| YTD | +37.2% | -9.2% | +46.4% | +46.5% |
| 1Y | -24.4% | -7.2% | -17.2% | -20.1% |
| 3Y | -23.3% | +9.8% | -33.2% | -26.5% |
| 5Y | +245.2% | +7.5% | +237.7% | +235.2% |
| All | +293.6% | +82.0% | +211.7% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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