+255.0%
ELF vs Z
-64.8%
+319.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.7% |
| 7D | +5.4% | -3.0% | +8.4% | +6.2% |
| 30D | +27.0% | -4.2% | +31.2% | +27.9% |
| 3M | +113.2% | -3.7% | +116.9% | +113.9% |
| 6M | +36.6% | -24.5% | +61.1% | +46.0% |
| YTD | +44.2% | -49.3% | +93.5% | +71.1% |
| 1Y | -18.0% | -58.7% | +40.7% | +2.6% |
| 3Y | -19.9% | -34.1% | +14.2% | -14.6% |
| All | +255.0% | -64.8% | +319.8% | +257.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling