+314.5%
ELF vs Z
-13.5%
+328.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -10.6% | +7.3% | -0.6% |
| 7D | -2.7% | -2.3% | -0.5% | -2.4% |
| 30D | +6.9% | +9.4% | -2.5% | +3.9% |
| 3M | +27.2% | -16.1% | +43.3% | +31.6% |
| 6M | +84.9% | -30.4% | +115.3% | +100.0% |
| YTD | +44.5% | -55.6% | +100.1% | +73.2% |
| 1Y | -6.8% | -58.5% | +51.8% | +13.7% |
| 3Y | +14.2% | -19.6% | +33.9% | +15.4% |
| 5Y | +250.6% | -54.1% | +304.8% | +281.7% |
| 10Y | +318.0% | -12.1% | +330.1% | +236.0% |
| All | +314.5% | -13.5% | +328.0% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling