+436.7%
ELF vs OUST
-64.1%
+500.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +14.0% | -8.3% | +4.2% |
| 7D | +4.0% | +17.0% | -13.0% | +2.0% |
| 30D | +10.6% | -16.5% | +27.1% | +12.2% |
| 3M | +25.8% | -23.7% | +49.5% | +28.2% |
| 6M | +89.1% | +18.4% | +70.7% | +77.8% |
| YTD | +52.7% | +60.8% | -8.1% | +37.3% |
| 1Y | +51.7% | +44.2% | +7.5% | +37.7% |
| 3Y | +14.2% | +668.1% | -653.9% | -19.0% |
| 5Y | +270.7% | -48.8% | +319.5% | +226.5% |
| All | +436.7% | -64.1% | +500.8% | +370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling