+255.0%
ELF vs IT
-40.5%
+295.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +3.8% |
| 7D | +5.4% | -6.0% | +11.4% | +7.7% |
| 30D | +27.0% | 0.0% | +27.0% | +26.6% |
| 3M | +113.2% | +13.1% | +100.1% | +99.4% |
| 6M | +36.6% | +11.7% | +24.9% | +26.5% |
| YTD | +44.2% | -26.1% | +70.3% | +59.3% |
| 1Y | -18.0% | -21.3% | +3.3% | -12.5% |
| 3Y | -19.9% | -46.7% | +26.8% | +1.3% |
| All | +255.0% | -40.5% | +295.6% | +294.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling