+69.0%
F vs ELF
+335.0%
-266.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | +4.3% | -6.4% | -2.9% |
| 30D | +3.3% | +7.7% | -4.4% | +2.0% |
| 3M | -11.3% | +24.7% | -36.0% | -14.7% |
| 6M | +5.3% | +114.6% | -109.3% | -8.3% |
| YTD | -2.2% | +55.8% | -58.0% | -10.9% |
| 1Y | -3.5% | +51.9% | -55.5% | -11.9% |
| 3Y | +49.5% | +24.6% | +24.9% | +26.2% |
| 5Y | -13.5% | +279.2% | -292.7% | -46.4% |
| 10Y | +69.0% | +338.7% | -269.7% | -12.1% |
| All | +69.0% | +335.0% | -266.0% | -12.1% |
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 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