+255.0%
ELF vs S
-71.4%
+326.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +5.4% | -7.7% | +13.1% | +7.0% |
| 30D | +27.0% | -5.3% | +32.3% | +27.7% |
| 3M | +113.2% | +20.3% | +92.9% | +103.6% |
| 6M | +36.6% | +47.4% | -10.8% | +23.9% |
| YTD | +44.2% | +32.5% | +11.7% | +33.4% |
| 1Y | -18.0% | +9.5% | -27.5% | -21.3% |
| 3Y | -19.9% | +15.5% | -35.4% | -25.7% |
| All | +255.0% | -71.4% | +326.4% | +268.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling