+14.2%
ELF vs M
+100.8%
-86.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +7.4% |
| 7D | +4.0% | -4.3% | +8.3% | +5.4% |
| 30D | +10.6% | +1.3% | +9.3% | +9.7% |
| 3M | +25.8% | -7.4% | +33.2% | +28.9% |
| 6M | +89.1% | +18.3% | +70.7% | +75.6% |
| YTD | +52.7% | +7.6% | +45.2% | +46.6% |
| 1Y | +51.7% | +17.4% | +34.3% | +40.9% |
| 3Y | +14.2% | +108.4% | -94.1% | -19.5% |
| All | +14.2% | +100.8% | -86.6% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling