+250.6%
ELF vs M
-6.1%
+256.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.9% | +2.5% | -1.5% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | +6.9% | +7.7% | -0.8% | +4.4% |
| 3M | +27.2% | -4.4% | +31.5% | +28.7% |
| 6M | +84.9% | +27.5% | +57.4% | +70.6% |
| YTD | +44.5% | +12.8% | +31.7% | +38.1% |
| 1Y | -6.8% | +20.7% | -27.5% | -12.5% |
| 3Y | +14.2% | +111.3% | -97.0% | -12.2% |
| 5Y | +250.6% | -6.3% | +256.9% | +206.1% |
| All | +250.6% | -6.1% | +256.7% | +206.1% |
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