+293.6%
ELF vs MTB
+173.5%
+120.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -1.2% | +2.8% | -3.9% | -2.2% |
| 30D | +5.9% | -4.2% | +10.1% | +7.6% |
| 3M | +99.5% | +7.8% | +91.7% | +93.4% |
| 6M | +26.5% | +14.8% | +11.7% | +19.5% |
| YTD | +37.2% | +20.8% | +16.4% | +26.6% |
| 1Y | -24.4% | +23.1% | -47.5% | -30.8% |
| 3Y | -23.3% | +114.8% | -138.1% | -44.0% |
| 5Y | +245.2% | +103.3% | +141.9% | +150.2% |
| All | +293.6% | +173.5% | +120.1% | +170.7% |
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