+18.1%
EW vs ELF
-3.2%
+21.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.3% |
| 7D | +8.3% | -1.5% | +9.8% | +8.4% |
| 30D | +13.9% | +9.5% | +4.4% | +13.2% |
| 3M | +10.9% | +29.4% | -18.5% | +9.0% |
| 6M | +19.2% | +83.7% | -64.5% | +14.1% |
| YTD | +16.6% | +49.4% | -32.9% | +12.5% |
| 1Y | +18.1% | -3.9% | +22.0% | +14.5% |
| All | +18.1% | -3.2% | +21.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling