+52.2%
EW vs ELF
+18.9%
+33.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.8% |
| 7D | +11.0% | +4.0% | +7.0% | +10.6% |
| 30D | +19.1% | +10.6% | +8.5% | +18.1% |
| 3M | +14.4% | +25.8% | -11.5% | +12.1% |
| 6M | +22.8% | +89.1% | -66.3% | +15.9% |
| YTD | +19.8% | +52.7% | -32.9% | +14.5% |
| 1Y | +23.9% | +51.7% | -27.8% | +18.4% |
| 3Y | +52.2% | +14.2% | +38.0% | +33.1% |
| All | +52.2% | +18.9% | +33.3% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling