+67.2%
F vs ELF
+316.3%
-249.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.2% |
| 7D | -3.9% | +3.4% | -7.2% | -4.4% |
| 30D | -0.5% | +5.0% | -5.4% | -1.3% |
| 3M | -12.9% | +22.6% | -35.5% | -16.0% |
| 6M | +1.5% | +104.0% | -102.4% | -10.9% |
| YTD | -5.0% | +49.3% | -54.3% | -12.9% |
| 1Y | -7.3% | +46.0% | -53.4% | -14.9% |
| 3Y | +45.3% | +19.4% | +25.9% | +23.3% |
| 5Y | -15.8% | +262.0% | -277.8% | -47.6% |
| All | +67.2% | +316.3% | -249.1% | -12.8% |
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 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