+275.1%
ELF vs IT
-43.2%
+318.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +7.2% |
| 7D | +4.0% | -16.9% | +20.9% | +10.4% |
| 30D | +10.6% | +2.3% | +8.2% | +8.3% |
| 3M | +25.8% | +2.9% | +23.0% | +22.1% |
| 6M | +89.1% | +25.9% | +63.2% | +64.4% |
| YTD | +52.7% | -24.6% | +77.4% | +65.1% |
| 1Y | +51.7% | -16.0% | +67.8% | +54.6% |
| 3Y | +14.2% | -51.6% | +65.8% | +52.5% |
| All | +275.1% | -43.2% | +318.3% | +329.2% |
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