+50.5%
F vs ELF
+24.8%
+25.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +1.0% | +6.3% | -5.3% | +0.3% |
| 30D | +2.1% | +8.5% | -6.4% | +1.2% |
| 3M | -10.3% | +24.4% | -34.7% | -12.3% |
| 6M | +3.3% | +94.7% | -91.5% | -4.0% |
| YTD | -2.0% | +55.9% | -57.8% | -7.2% |
| 1Y | -2.3% | +48.4% | -50.7% | -7.1% |
| All | +50.5% | +24.8% | +25.7% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling