+301.7%
ELF vs Z
-16.5%
+318.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +3.0% |
| 7D | +1.6% | +0.8% | +0.7% | +1.4% |
| 30D | +9.1% | +5.2% | +3.9% | +7.2% |
| 3M | +28.2% | -17.0% | +45.2% | +33.3% |
| 6M | +119.5% | -22.7% | +142.2% | +131.1% |
| YTD | +55.2% | -56.3% | +111.5% | +87.0% |
| 1Y | +58.6% | -57.7% | +116.2% | +92.4% |
| 3Y | +21.3% | -16.5% | +37.8% | +21.5% |
| 5Y | +276.2% | -53.4% | +329.6% | +308.5% |
| All | +301.7% | -16.5% | +318.2% | +211.6% |
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