+236.1%
EW vs ELF
+357.0%
-121.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +9.3% | +6.3% | +3.0% | +8.4% |
| 30D | +22.1% | +8.5% | +13.6% | +20.8% |
| 3M | +13.0% | +24.4% | -11.4% | +9.8% |
| 6M | +30.1% | +94.7% | -64.6% | +18.7% |
| YTD | +22.0% | +55.9% | -33.8% | +13.6% |
| 1Y | +23.7% | +48.4% | -24.7% | +15.7% |
| 3Y | +62.0% | +24.6% | +37.4% | +43.9% |
| 5Y | -12.4% | +285.0% | -297.5% | -37.5% |
| 10Y | +236.1% | +357.2% | -121.2% | +112.9% |
| All | +236.1% | +357.0% | -121.0% | +112.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling