+345.2%
ELF vs MKTX
+5.1%
+340.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +9.1% | +0.9% | +8.2% | +9.0% |
| 3M | +28.2% | +2.6% | +25.6% | +27.7% |
| 6M | +119.5% | +20.4% | +99.1% | +112.0% |
| YTD | +55.2% | -7.1% | +62.2% | +55.6% |
| 1Y | +58.6% | -2.8% | +61.4% | +57.8% |
| 3Y | +21.3% | -21.7% | +43.0% | +21.5% |
| 5Y | +276.2% | -54.5% | +330.7% | +313.3% |
| 10Y | +337.0% | +13.0% | +324.0% | +313.0% |
| All | +345.2% | +5.1% | +340.1% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling