+53.9%
F vs ELF
+259.0%
-205.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | +5.3% | +5.4% | 0.0% | +4.6% |
| 30D | +4.6% | +27.0% | -22.4% | +1.0% |
| 3M | -3.7% | +113.2% | -116.9% | -14.0% |
| 6M | +16.8% | +36.6% | -19.8% | +10.6% |
| YTD | +15.3% | +44.2% | -28.9% | +8.0% |
| 1Y | +31.0% | -18.0% | +49.0% | +30.7% |
| 3Y | +45.4% | -19.9% | +65.4% | +32.3% |
| All | +53.9% | +259.0% | -205.0% | -33.4% |
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 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