+273.0%
ELF vs M
-3.3%
+276.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.5% | +2.4% | +3.5% |
| 7D | +1.6% | +7.0% | -5.4% | -0.5% |
| 30D | +9.1% | +8.9% | +0.2% | +6.0% |
| 3M | +28.2% | +4.5% | +23.7% | +26.1% |
| 6M | +119.5% | +36.2% | +83.3% | +98.2% |
| YTD | +55.2% | +15.1% | +40.0% | +47.2% |
| 1Y | +58.6% | +27.4% | +31.2% | +45.8% |
| 3Y | +21.3% | +160.1% | -138.9% | -11.5% |
| All | +273.0% | -3.3% | +276.3% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling