+341.4%
ELF vs Z
-14.9%
+356.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.2% | +6.4% |
| 7D | +4.0% | -4.6% | +8.5% | +4.9% |
| 30D | +10.6% | +8.3% | +2.3% | +7.7% |
| 3M | +25.8% | -11.6% | +37.4% | +28.7% |
| 6M | +89.1% | -33.6% | +122.7% | +107.0% |
| YTD | +52.7% | -56.7% | +109.4% | +84.5% |
| 1Y | +51.7% | -59.1% | +110.9% | +85.7% |
| 3Y | +14.2% | -20.4% | +34.6% | +15.6% |
| 5Y | +270.7% | -55.3% | +326.0% | +306.1% |
| All | +341.4% | -14.9% | +356.4% | +246.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling