+46.0%
ELF vs S
+29.4%
+16.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.3% | +2.1% | -3.4% |
| 7D | +3.4% | +4.1% | -0.7% | +2.9% |
| 30D | +5.0% | -7.2% | +12.1% | +5.7% |
| 3M | +22.6% | 0.0% | +22.6% | +22.3% |
| 6M | +104.0% | +41.6% | +62.4% | +91.1% |
| YTD | +49.3% | +48.6% | +0.7% | +35.1% |
| 1Y | +46.0% | +30.0% | +16.0% | +34.0% |
| All | +46.0% | +29.4% | +16.6% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling