+279.4%
ELF vs MKTX
-54.4%
+333.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | +8.5% | +0.8% | +7.7% | +8.4% |
| 3M | +24.4% | +2.6% | +21.9% | +24.1% |
| 6M | +94.7% | +13.6% | +81.1% | +90.9% |
| YTD | +55.9% | -7.1% | +63.0% | +55.8% |
| 1Y | +48.4% | -0.1% | +48.5% | +47.1% |
| 3Y | +24.6% | -22.3% | +46.9% | +23.8% |
| All | +279.4% | -54.4% | +333.8% | +312.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling