+313.8%
ELF vs PODD
+226.4%
+87.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.6% |
| 7D | +5.4% | +1.6% | +3.7% | +4.9% |
| 30D | +27.0% | +10.7% | +16.3% | +23.9% |
| 3M | +113.2% | +0.7% | +112.5% | +110.7% |
| 6M | +36.6% | -39.3% | +75.9% | +51.6% |
| YTD | +44.2% | -48.1% | +92.3% | +66.2% |
| 1Y | -18.0% | -57.4% | +39.4% | -1.4% |
| 3Y | -19.9% | -23.3% | +3.3% | -19.6% |
| 5Y | +257.7% | -51.3% | +309.0% | +287.0% |
| All | +313.8% | +226.4% | +87.4% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling