-19.5%
ELF vs Z
-33.7%
+14.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.8% |
| 7D | +5.4% | -3.0% | +8.4% | +6.3% |
| 30D | +27.0% | -4.2% | +31.2% | +28.1% |
| 3M | +113.2% | -3.7% | +116.9% | +113.8% |
| 6M | +36.6% | -24.5% | +61.1% | +47.8% |
| YTD | +44.2% | -49.3% | +93.5% | +77.3% |
| 1Y | -18.0% | -58.7% | +40.7% | +7.8% |
| All | -19.5% | -33.7% | +14.2% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling