+338.3%
ELF vs INDA
+88.6%
+249.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.6% |
| 7D | +4.0% | +6.6% | -2.7% | -0.3% |
| 30D | +10.6% | +10.4% | +0.2% | +3.7% |
| 3M | +25.8% | +1.5% | +24.3% | +24.6% |
| 6M | +89.1% | +1.7% | +87.3% | +87.3% |
| YTD | +52.7% | -5.8% | +58.6% | +59.2% |
| 1Y | +51.7% | -5.1% | +56.8% | +57.4% |
| 3Y | +14.2% | +16.0% | -1.8% | +5.6% |
| 5Y | +270.7% | +9.3% | +261.4% | +255.1% |
| 10Y | +341.9% | +102.1% | +239.8% | +243.4% |
| All | +338.3% | +88.6% | +249.6% | +243.3% |
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