+301.7%
ELF vs RACE
+729.2%
-427.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +3.3% |
| 7D | +1.6% | -1.2% | +2.8% | +2.2% |
| 30D | +9.1% | +6.1% | +3.0% | +6.1% |
| 3M | +28.2% | -0.3% | +28.5% | +28.0% |
| 6M | +119.5% | +23.4% | +96.1% | +97.3% |
| YTD | +55.2% | +12.5% | +42.6% | +44.8% |
| 1Y | +58.6% | -0.5% | +59.1% | +57.0% |
| 3Y | +21.3% | +23.6% | -2.3% | +4.0% |
| 5Y | +276.2% | +65.4% | +210.8% | +172.4% |
| All | +301.7% | +729.2% | -427.5% | +113.3% |
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