+24.8%
ELV vs ELF
+217.8%
-193.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.3% | +5.1% |
| 7D | +0.4% | -10.8% | +11.3% | +0.8% |
| 30D | +6.7% | +0.8% | +5.9% | +6.6% |
| 3M | +3.0% | +64.8% | -61.8% | +1.2% |
| 6M | +48.0% | +19.0% | +29.0% | +46.8% |
| YTD | +20.0% | +25.9% | -5.9% | +19.0% |
| 1Y | +37.9% | -28.8% | +66.7% | +38.3% |
| 3Y | -2.8% | -29.6% | +26.8% | -3.6% |
| 5Y | +24.8% | +216.2% | -191.4% | -5.5% |
| All | +24.8% | +217.8% | -193.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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