+261.6%
ELF vs PL
+84.9%
+176.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | +5.4% | -9.3% | +14.7% | +6.5% |
| 30D | +27.0% | -18.9% | +45.9% | +30.1% |
| 3M | +113.2% | -58.4% | +171.6% | +134.1% |
| 6M | +36.6% | -30.3% | +66.9% | +38.5% |
| YTD | +44.2% | -8.1% | +52.3% | +39.9% |
| 1Y | -18.0% | +180.5% | -198.5% | -32.7% |
| 3Y | -19.9% | +444.1% | -464.1% | -44.9% |
| 5Y | +257.7% | +83.0% | +174.7% | +155.8% |
| All | +261.6% | +84.9% | +176.7% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling