-19.5%
ELF vs PODD
-22.7%
+3.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.5% |
| 7D | +5.4% | +1.6% | +3.7% | +5.0% |
| 30D | +27.0% | +10.7% | +16.3% | +24.5% |
| 3M | +113.2% | +0.7% | +112.5% | +111.1% |
| 6M | +36.6% | -39.3% | +75.9% | +48.9% |
| YTD | +44.2% | -48.1% | +92.3% | +62.3% |
| 1Y | -18.0% | -57.4% | +39.4% | -4.1% |
| All | -19.5% | -22.7% | +3.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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