-29.8%
ELF vs MKTX
-10.6%
-19.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | +4.6% | +0.7% | +3.9% | +4.6% |
| 3M | +59.7% | +40.8% | +18.9% | +62.0% |
| 6M | +21.2% | -8.0% | +29.2% | +2.1% |
| YTD | +27.4% | -8.7% | +36.2% | +7.7% |
| 1Y | -29.8% | -11.8% | -18.0% | -35.3% |
| All | -29.8% | -10.6% | -19.2% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling