+273.0%
ELF vs USFR
+21.4%
+251.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | +9.1% | +0.4% | +8.7% | +8.0% |
| 3M | +28.2% | +1.1% | +27.1% | +24.4% |
| 6M | +119.5% | +2.0% | +117.5% | +107.0% |
| YTD | +55.2% | +3.5% | +51.7% | +39.6% |
| 1Y | +58.6% | +4.1% | +54.5% | +39.9% |
| 3Y | +21.3% | +14.4% | +6.9% | -22.5% |
| All | +273.0% | +21.4% | +251.6% | +91.8% |
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