-20.4%
ELF vs NWSA
+46.6%
-67.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.1% |
| 7D | +5.4% | -1.9% | +7.2% | +6.4% |
| 30D | +27.0% | +4.6% | +22.4% | +23.5% |
| 3M | +113.2% | +13.2% | +100.0% | +96.9% |
| 6M | +36.6% | +27.0% | +9.6% | +16.8% |
| YTD | +44.2% | +16.8% | +27.4% | +29.6% |
| 1Y | -18.0% | +4.5% | -22.5% | -20.5% |
| All | -20.4% | +46.6% | -67.1% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling