+255.0%
ELF vs INDA
+8.8%
+246.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +0.7% | +4.6% | +4.6% |
| 30D | +27.0% | -0.8% | +27.8% | +28.0% |
| 3M | +113.2% | +3.9% | +109.3% | +105.4% |
| 6M | +36.6% | -0.7% | +37.3% | +37.8% |
| YTD | +44.2% | -7.7% | +51.9% | +56.3% |
| 1Y | -18.0% | -5.1% | -12.9% | -12.9% |
| 3Y | -19.9% | +13.6% | -33.6% | -28.8% |
| All | +255.0% | +8.8% | +246.2% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling