-26.1%
ELF vs MKTX
-25.1%
-1.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -6.8% | +0.3% | -7.0% | -6.8% |
| 30D | +5.1% | +1.0% | +4.1% | +5.1% |
| 3M | +79.8% | +40.8% | +39.0% | +81.0% |
| 6M | +29.7% | -10.9% | +40.6% | +25.9% |
| YTD | +31.6% | -8.6% | +40.2% | +28.5% |
| 1Y | -27.9% | -11.6% | -16.3% | -29.1% |
| All | -26.1% | -25.1% | -1.0% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling