+255.0%
ELF vs USFR
+20.4%
+234.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | +27.0% | +0.3% | +26.7% | +26.1% |
| 3M | +113.2% | +1.0% | +112.2% | +107.9% |
| 6M | +36.6% | +1.9% | +34.6% | +29.5% |
| YTD | +44.2% | +2.6% | +41.6% | +34.2% |
| 1Y | -18.0% | +4.0% | -22.0% | -26.5% |
| 3Y | -19.9% | +14.1% | -34.0% | -46.7% |
| All | +255.0% | +20.4% | +234.6% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling