+313.8%
ELF vs RACE
+778.3%
-464.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.0% |
| 7D | +5.4% | -2.5% | +7.9% | +6.6% |
| 30D | +27.0% | +0.8% | +26.2% | +26.5% |
| 3M | +113.2% | +17.2% | +96.0% | +97.9% |
| 6M | +36.6% | +13.6% | +23.0% | +27.9% |
| YTD | +44.2% | +12.2% | +32.0% | +35.2% |
| 1Y | -18.0% | -16.3% | -1.7% | -12.7% |
| 3Y | -19.9% | +36.4% | -56.4% | -34.6% |
| 5Y | +257.7% | +95.0% | +162.7% | +142.4% |
| All | +313.8% | +778.3% | -464.4% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling