+46.0%
ELF vs NWSA
-0.9%
+46.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.6% |
| 7D | +3.4% | -0.8% | +4.1% | +3.6% |
| 30D | +5.0% | -11.3% | +16.3% | +8.2% |
| 3M | +22.6% | -8.1% | +30.6% | +25.1% |
| 6M | +104.0% | -0.7% | +104.7% | +101.6% |
| YTD | +49.3% | +1.3% | +48.0% | +45.6% |
| 1Y | +46.0% | -1.3% | +47.3% | +46.4% |
| All | +46.0% | -0.9% | +46.9% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling