+327.9%
ELF vs S
-52.7%
+380.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.4% |
| 7D | +4.0% | -13.4% | +17.4% | +6.7% |
| 30D | +10.6% | -14.0% | +24.6% | +13.4% |
| 3M | +25.8% | +4.9% | +21.0% | +23.4% |
| 6M | +89.1% | +42.0% | +47.1% | +73.5% |
| YTD | +52.7% | +45.1% | +7.6% | +38.6% |
| 1Y | +51.7% | +33.1% | +18.7% | +39.6% |
| 3Y | +14.2% | +40.6% | -26.4% | +2.5% |
| 5Y | +270.7% | -67.5% | +338.2% | +267.9% |
| All | +327.9% | -52.7% | +380.6% | +338.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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