+261.4%
ELF vs MKTX
+3.3%
+258.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -10.8% | -0.2% | -10.7% | -10.8% |
| 30D | +0.8% | +0.8% | 0.0% | +0.7% |
| 3M | +64.8% | +41.1% | +23.6% | +55.2% |
| 6M | +19.0% | -9.5% | +28.5% | +20.0% |
| YTD | +25.9% | -8.7% | +34.6% | +26.6% |
| 1Y | -28.8% | -10.0% | -18.8% | -28.5% |
| 3Y | -29.6% | -24.6% | -5.0% | -29.1% |
| 5Y | +216.2% | -60.3% | +276.5% | +256.8% |
| All | +261.4% | +3.3% | +258.1% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling