+357.2%
ELF vs NWSA
+149.3%
+207.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +6.3% | -9.7% | +16.0% | +10.9% |
| 30D | +8.5% | -8.6% | +17.1% | +12.5% |
| 3M | +24.4% | -6.3% | +30.7% | +27.3% |
| 6M | +94.7% | -1.2% | +95.9% | +93.1% |
| YTD | +55.9% | +2.6% | +53.2% | +51.0% |
| 1Y | +48.4% | 0.0% | +48.4% | +45.6% |
| 3Y | +24.6% | +30.1% | -5.4% | +8.2% |
| 5Y | +285.0% | +18.3% | +266.7% | +241.3% |
| 10Y | +357.2% | +149.3% | +207.9% | +184.7% |
| All | +357.2% | +149.3% | +207.9% | +184.7% |
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