-3.9%
ELF vs Z
-54.2%
+50.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | -0.8% |
| 7D | -1.5% | +10.2% | -11.7% | -4.4% |
| 30D | +9.5% | +23.7% | -14.2% | +2.2% |
| 3M | +29.4% | -6.6% | +35.9% | +30.6% |
| 6M | +83.7% | -23.0% | +106.7% | +93.5% |
| YTD | +49.4% | -50.3% | +99.7% | +78.3% |
| 1Y | -3.9% | -53.6% | +49.6% | +16.5% |
| All | -3.9% | -54.2% | +50.2% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling