+24.4%
EW vs ELF
+53.2%
-28.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.9% |
| 7D | +4.9% | +1.6% | +3.3% | +4.7% |
| 30D | +23.9% | +9.1% | +14.8% | +22.8% |
| 3M | +15.8% | +28.2% | -12.4% | +13.0% |
| 6M | +31.7% | +119.5% | -87.9% | +21.0% |
| YTD | +25.7% | +55.2% | -29.5% | +17.7% |
| 1Y | +24.4% | +58.6% | -34.2% | +16.0% |
| All | +24.4% | +53.2% | -28.8% | +16.0% |
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