+286.6%
ELF vs USFR
+28.5%
+258.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | +5.0% | +0.4% | +4.6% | +4.1% |
| 3M | +22.6% | +1.0% | +21.5% | +19.8% |
| 6M | +104.0% | +2.0% | +101.9% | +95.0% |
| YTD | +49.3% | +3.4% | +45.9% | +38.2% |
| 1Y | +46.0% | +4.1% | +42.0% | +33.3% |
| 3Y | +19.4% | +14.4% | +5.0% | -12.7% |
| 5Y | +262.0% | +21.4% | +240.6% | +132.2% |
| All | +286.6% | +28.5% | +258.0% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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