+275.1%
ELF vs NWSA
+12.8%
+262.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.1% | +5.9% |
| 7D | +4.0% | -9.4% | +13.4% | +8.8% |
| 30D | +10.6% | -7.8% | +18.3% | +14.6% |
| 3M | +25.8% | -10.8% | +36.6% | +32.1% |
| 6M | +89.1% | +1.1% | +88.0% | +84.1% |
| YTD | +52.7% | +1.8% | +50.9% | +47.3% |
| 1Y | +51.7% | +6.0% | +45.7% | +42.4% |
| 3Y | +14.2% | +24.6% | -10.4% | -2.3% |
| All | +275.1% | +12.8% | +262.4% | +230.2% |
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