-14.6%
EW vs ELF
+266.1%
-280.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.6% |
| 7D | +11.0% | +4.0% | +7.0% | +10.5% |
| 30D | +19.1% | +10.6% | +8.5% | +17.6% |
| 3M | +14.4% | +25.8% | -11.5% | +11.0% |
| 6M | +22.8% | +89.1% | -66.3% | +13.0% |
| YTD | +19.8% | +52.7% | -32.9% | +12.2% |
| 1Y | +23.9% | +51.7% | -27.8% | +15.9% |
| 3Y | +52.2% | +14.2% | +38.0% | +33.1% |
| All | -14.6% | +266.1% | -280.7% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling