-3.5%
F vs ELF
+56.1%
-59.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -0.2% | +6.3% | -6.5% | -1.1% |
| 30D | +0.9% | +8.5% | -7.6% | -0.2% |
| 3M | -11.3% | +24.4% | -35.8% | -13.9% |
| 6M | +2.0% | +94.7% | -92.7% | -8.1% |
| YTD | -3.2% | +55.9% | -59.0% | -9.9% |
| 1Y | -3.5% | +48.4% | -51.9% | -9.3% |
| All | -3.5% | +56.1% | -59.6% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling