+357.2%
ELF vs MTB
+122.1%
+235.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.3% |
| 7D | +6.3% | -0.7% | +6.9% | +6.6% |
| 30D | +8.5% | +1.4% | +7.1% | +7.9% |
| 3M | +24.4% | -11.6% | +36.0% | +30.5% |
| 6M | +94.7% | +5.4% | +89.3% | +90.2% |
| YTD | +55.9% | +11.7% | +44.1% | +48.2% |
| 1Y | +48.4% | +20.5% | +27.9% | +36.9% |
| 3Y | +24.6% | +104.5% | -79.9% | -7.3% |
| 5Y | +285.0% | +65.1% | +220.0% | +202.4% |
| 10Y | +357.2% | +119.5% | +237.7% | +203.4% |
| All | +357.2% | +122.1% | +235.1% | +203.4% |
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