+313.8%
ELF vs INDA
+85.0%
+228.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +0.7% | +4.6% | +4.9% |
| 30D | +27.0% | -0.8% | +27.8% | +27.6% |
| 3M | +113.2% | +3.9% | +109.3% | +108.2% |
| 6M | +36.6% | -0.7% | +37.3% | +37.6% |
| YTD | +44.2% | -7.7% | +51.9% | +52.3% |
| 1Y | -18.0% | -5.1% | -12.9% | -14.5% |
| 3Y | -19.9% | +13.6% | -33.6% | -24.9% |
| 5Y | +257.7% | +7.8% | +249.9% | +246.0% |
| All | +313.8% | +85.0% | +228.8% | +228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling