+313.8%
ELF vs MKTX
+3.5%
+310.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +0.4% | +4.9% | +5.3% |
| 30D | +27.0% | +1.1% | +25.9% | +26.8% |
| 3M | +113.2% | +36.1% | +77.1% | +102.0% |
| 6M | +36.6% | -12.9% | +49.4% | +38.5% |
| YTD | +44.2% | -8.5% | +52.7% | +45.0% |
| 1Y | -18.0% | -7.5% | -10.4% | -18.0% |
| 3Y | -19.9% | -28.3% | +8.4% | -18.5% |
| 5Y | +257.7% | -63.3% | +321.0% | +309.8% |
| All | +313.8% | +3.5% | +310.4% | +302.0% |
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