-15.8%
F vs ELF
+266.1%
-282.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.5% |
| 7D | +1.6% | +4.0% | -2.4% | +1.0% |
| 30D | +2.6% | +10.6% | -7.9% | +1.1% |
| 3M | -8.8% | +25.8% | -34.6% | -11.9% |
| 6M | +4.6% | +89.1% | -84.4% | -5.3% |
| YTD | -1.9% | +52.7% | -54.6% | -9.0% |
| 1Y | -0.8% | +51.7% | -52.5% | -8.1% |
| 3Y | +43.5% | +14.2% | +29.3% | +19.8% |
| All | -15.8% | +266.1% | -282.0% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling