+51.9%
ELF vs Z
-59.6%
+111.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +4.3% | -13.1% | +17.3% | +8.2% |
| 30D | +7.7% | +5.9% | +1.9% | +5.2% |
| 3M | +24.7% | -13.7% | +38.4% | +28.7% |
| 6M | +114.6% | -27.1% | +141.8% | +128.9% |
| YTD | +55.8% | -56.8% | +112.6% | +90.9% |
| 1Y | +51.9% | -60.2% | +112.1% | +91.1% |
| All | +51.9% | -59.6% | +111.5% | +91.1% |
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 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