+159.9%
EW vs ELF
+397.3%
-237.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +2.2% |
| 7D | +12.3% | +7.8% | +4.4% | +11.2% |
| 30D | +22.9% | +9.3% | +13.6% | +21.5% |
| 3M | +16.7% | +21.2% | -4.5% | +13.7% |
| 6M | +31.0% | +96.1% | -65.2% | +19.4% |
| YTD | +22.8% | +57.0% | -34.1% | +14.2% |
| 1Y | +25.6% | +61.9% | -36.3% | +16.1% |
| 3Y | +62.0% | +20.0% | +42.0% | +44.8% |
| 5Y | -12.8% | +284.8% | -297.5% | -37.7% |
| 10Y | +239.8% | +364.2% | -124.4% | +111.7% |
| All | +159.9% | +397.3% | -237.4% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling