+284.0%
ELV vs ELF
+391.6%
-107.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -4.0% | -0.4% |
| 7D | +1.0% | +1.6% | -0.6% | +0.8% |
| 30D | +0.4% | +9.1% | -8.7% | -0.4% |
| 3M | +8.4% | +28.2% | -19.8% | +6.0% |
| 6M | +8.4% | +119.5% | -111.1% | +1.0% |
| YTD | +24.4% | +55.2% | -30.8% | +18.9% |
| 1Y | +33.5% | +58.6% | -25.1% | +27.3% |
| 3Y | -2.1% | +21.3% | -23.4% | -10.4% |
| 5Y | +5.8% | +276.2% | -270.4% | -20.7% |
| 10Y | +268.9% | +337.0% | -68.1% | +137.5% |
| All | +284.0% | +391.6% | -107.6% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling