+83.7%
ELF vs PL
-65.8%
+149.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.5% |
| 7D | -1.5% | -11.7% | +10.2% | -0.5% |
| 30D | +9.5% | -27.1% | +36.7% | +12.4% |
| 3M | +29.4% | -44.6% | +74.0% | +36.2% |
| 6M | +83.7% | -67.2% | +150.9% | +97.1% |
| All | +83.7% | -65.8% | +149.6% | +97.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling