+317.5%
ELF vs RACE
+752.7%
-435.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.2% |
| 7D | -2.7% | +5.7% | -8.4% | -5.3% |
| 30D | +6.9% | +9.3% | -2.4% | +2.5% |
| 3M | +27.2% | +3.8% | +23.4% | +24.7% |
| 6M | +84.9% | +29.8% | +55.1% | +62.5% |
| YTD | +44.5% | +15.6% | +28.8% | +33.2% |
| 1Y | -6.8% | +5.1% | -11.8% | -10.1% |
| 3Y | +14.2% | +30.8% | -16.5% | -4.7% |
| 5Y | +250.6% | +67.4% | +183.2% | +152.7% |
| All | +317.5% | +752.7% | -435.2% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling