+275.1%
ELF vs Z
-55.4%
+330.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.2% | +6.5% |
| 7D | +4.0% | -4.6% | +8.5% | +5.1% |
| 30D | +10.6% | +8.3% | +2.3% | +7.0% |
| 3M | +25.8% | -11.6% | +37.4% | +29.2% |
| 6M | +89.1% | -33.6% | +122.7% | +110.7% |
| YTD | +52.7% | -56.7% | +109.4% | +91.8% |
| 1Y | +51.7% | -59.1% | +110.9% | +93.7% |
| 3Y | +14.2% | -20.4% | +34.6% | +14.7% |
| All | +275.1% | -55.4% | +330.5% | +297.0% |
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