+301.7%
ELF vs IT
+90.0%
+211.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +9.1% | -1.8% | +11.0% | +8.7% |
| 3M | +28.2% | +4.8% | +23.3% | +23.3% |
| 6M | +119.5% | +33.0% | +86.5% | +84.2% |
| YTD | +55.2% | -23.8% | +79.0% | +64.1% |
| 1Y | +58.6% | -16.5% | +75.1% | +60.2% |
| 3Y | +21.3% | -53.6% | +74.9% | +60.0% |
| 5Y | +276.2% | -42.1% | +318.3% | +332.1% |
| All | +301.7% | +90.0% | +211.7% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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