+245.2%
ELF vs NWSA
+40.6%
+204.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -3.9% |
| 7D | -1.2% | -2.6% | +1.5% | +0.3% |
| 30D | +5.9% | +4.6% | +1.4% | +3.4% |
| 3M | +99.5% | +10.2% | +89.3% | +88.1% |
| 6M | +26.5% | +21.6% | +4.9% | +12.4% |
| YTD | +37.2% | +14.6% | +22.5% | +25.5% |
| 1Y | -24.4% | +0.4% | -24.8% | -25.4% |
| 3Y | -23.3% | +45.0% | -68.3% | -38.7% |
| 5Y | +245.2% | +41.3% | +203.9% | +173.7% |
| All | +245.2% | +40.6% | +204.5% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling