+48.4%
ELF vs NWSA
-0.1%
+48.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.3% | -9.7% | +16.0% | +9.0% |
| 30D | +8.5% | -8.6% | +17.1% | +10.9% |
| 3M | +24.4% | -6.3% | +30.7% | +26.3% |
| 6M | +94.7% | -1.2% | +95.9% | +93.0% |
| YTD | +55.9% | +2.6% | +53.2% | +51.3% |
| 1Y | +48.4% | 0.0% | +48.4% | +47.9% |
| All | +48.4% | -0.1% | +48.6% | +47.9% |
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