+273.0%
ELF vs S
-71.1%
+344.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +1.6% | +2.0% | -0.4% | +1.2% |
| 30D | +9.1% | -2.7% | +11.8% | +9.4% |
| 3M | +28.2% | -6.9% | +35.0% | +28.6% |
| 6M | +119.5% | +38.1% | +81.5% | +101.0% |
| YTD | +55.2% | +48.0% | +7.2% | +38.8% |
| 1Y | +58.6% | +34.5% | +24.1% | +44.3% |
| 3Y | +21.3% | +38.3% | -17.0% | +7.4% |
| All | +273.0% | -71.1% | +344.1% | +309.3% |
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 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