+275.1%
ELF vs RACE
+65.0%
+210.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.5% |
| 7D | +4.0% | +5.1% | -1.1% | +1.3% |
| 30D | +10.6% | +7.7% | +2.9% | +6.4% |
| 3M | +25.8% | +2.2% | +23.6% | +24.0% |
| 6M | +89.1% | +23.8% | +65.3% | +68.1% |
| YTD | +52.7% | +13.9% | +38.8% | +40.7% |
| 1Y | +51.7% | +3.8% | +48.0% | +46.7% |
| 3Y | +14.2% | +28.0% | -13.8% | -9.3% |
| All | +275.1% | +65.0% | +210.1% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling