+51.7%
ELF vs PL
-3.5%
+55.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.4% | -4.7% | +4.9% |
| 7D | +4.0% | -6.8% | +10.8% | +4.4% |
| 30D | +10.6% | -29.3% | +39.9% | +13.0% |
| 3M | +25.8% | -44.8% | +70.6% | +30.6% |
| 6M | +89.1% | -68.4% | +157.4% | +102.4% |
| YTD | +52.7% | -36.4% | +89.1% | +55.7% |
| 1Y | +51.7% | +0.7% | +51.0% | +47.0% |
| All | +51.7% | -3.5% | +55.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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