+364.2%
ELF vs USFR
+28.5%
+335.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +7.8% | +0.1% | +7.8% | +7.7% |
| 30D | +9.3% | +0.4% | +8.9% | +8.4% |
| 3M | +21.2% | +1.1% | +20.1% | +18.4% |
| 6M | +96.1% | +2.0% | +94.1% | +87.6% |
| YTD | +57.0% | +3.4% | +53.5% | +45.6% |
| 1Y | +61.9% | +4.1% | +57.8% | +47.9% |
| 3Y | +20.0% | +14.3% | +5.7% | -11.9% |
| 5Y | +284.8% | +21.3% | +263.5% | +148.1% |
| 10Y | +364.2% | +28.5% | +335.7% | +168.6% |
| All | +364.2% | +28.5% | +335.7% | +168.6% |
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