+48.4%
ELF vs INDA
-4.2%
+52.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.3% |
| 7D | +6.3% | +6.2% | +0.1% | 0.0% |
| 30D | +8.5% | +12.4% | -3.9% | -3.7% |
| 3M | +24.4% | +3.2% | +21.3% | +21.2% |
| 6M | +94.7% | +3.8% | +91.0% | +88.9% |
| YTD | +55.9% | -4.3% | +60.2% | +61.1% |
| 1Y | +48.4% | -4.5% | +52.9% | +52.9% |
| All | +48.4% | -4.2% | +52.6% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling