+336.7%
ELF vs S
-49.1%
+385.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.3% | +1.4% | +4.9% | +6.0% |
| 30D | +8.5% | -10.8% | +19.3% | +10.4% |
| 3M | +24.4% | +5.4% | +19.0% | +21.9% |
| 6M | +94.7% | +41.2% | +53.5% | +79.1% |
| YTD | +55.9% | +56.2% | -0.3% | +39.5% |
| 1Y | +48.4% | +36.3% | +12.1% | +36.0% |
| 3Y | +24.6% | +49.4% | -24.8% | +10.5% |
| 5Y | +285.0% | -66.9% | +351.9% | +276.8% |
| All | +336.7% | -49.1% | +385.7% | +341.3% |
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