+8.0%
ELF vs PL
+403.1%
-395.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.1% | +6.8% | -2.3% |
| 7D | -2.7% | -20.5% | +17.8% | -0.5% |
| 30D | +6.9% | -38.8% | +45.6% | +12.0% |
| 3M | +27.2% | -49.1% | +76.3% | +35.6% |
| 6M | +84.9% | -69.4% | +154.2% | +104.9% |
| YTD | +44.5% | -42.3% | +86.8% | +47.0% |
| 1Y | -6.8% | -14.2% | +7.4% | -9.9% |
| All | +8.0% | +403.1% | -395.1% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling