+341.4%
ELF vs MTB
+135.3%
+206.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | +4.0% | -1.3% | +5.3% | +4.5% |
| 30D | +10.6% | +0.5% | +10.1% | +10.3% |
| 3M | +25.8% | -12.4% | +38.2% | +32.4% |
| 6M | +89.1% | +1.5% | +87.6% | +87.4% |
| YTD | +52.7% | +10.3% | +42.4% | +46.1% |
| 1Y | +51.7% | +22.2% | +29.5% | +39.3% |
| 3Y | +14.2% | +96.9% | -82.7% | -13.6% |
| 5Y | +270.7% | +64.3% | +206.4% | +192.2% |
| All | +341.4% | +135.3% | +206.2% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling