+49.5%
ELF vs S
+38.4%
+11.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.0% | -5.3% | +1.8% |
| 7D | +7.8% | +1.6% | +6.3% | +7.6% |
| 30D | +9.3% | -10.5% | +19.7% | +10.2% |
| 3M | +21.2% | +9.9% | +11.3% | +19.4% |
| 6M | +96.1% | +41.8% | +54.3% | +84.5% |
| YTD | +57.0% | +56.8% | +0.2% | +41.0% |
| All | +49.5% | +38.4% | +11.1% | +35.8% |
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