+293.6%
ELF vs NWSA
+137.4%
+156.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.0% |
| 7D | -1.2% | -2.6% | +1.5% | 0.0% |
| 30D | +5.9% | +4.6% | +1.4% | +3.7% |
| 3M | +99.5% | +10.2% | +89.3% | +89.9% |
| 6M | +26.5% | +21.6% | +4.9% | +14.7% |
| YTD | +37.2% | +14.6% | +22.5% | +27.4% |
| 1Y | -24.4% | +0.4% | -24.8% | -25.3% |
| 3Y | -23.3% | +45.0% | -68.3% | -35.9% |
| 5Y | +245.2% | +41.3% | +203.9% | +185.8% |
| All | +293.6% | +137.4% | +156.3% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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