+357.2%
ELF vs Z
-19.5%
+376.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.7% |
| 7D | +6.3% | -6.5% | +12.7% | +7.8% |
| 30D | +8.5% | -0.1% | +8.6% | +7.9% |
| 3M | +24.4% | -14.1% | +38.6% | +28.2% |
| 6M | +94.7% | -30.1% | +124.8% | +110.4% |
| YTD | +55.9% | -57.5% | +113.4% | +89.2% |
| 1Y | +48.4% | -60.3% | +108.7% | +83.1% |
| 3Y | +24.6% | -21.0% | +45.7% | +26.5% |
| 5Y | +285.0% | -54.9% | +339.9% | +321.4% |
| 10Y | +357.2% | -16.0% | +373.2% | +253.6% |
| All | +357.2% | -19.5% | +376.7% | +253.6% |
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