+72.9%
F vs ELF
+393.8%
-320.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +1.0% | +6.3% | -5.3% | -0.1% |
| 30D | +2.1% | +8.5% | -6.4% | +0.7% |
| 3M | -10.3% | +24.4% | -34.7% | -13.7% |
| 6M | +3.3% | +94.7% | -91.5% | -8.6% |
| YTD | -2.0% | +55.9% | -57.8% | -10.7% |
| 1Y | -2.3% | +48.4% | -50.7% | -10.4% |
| 3Y | +49.9% | +24.6% | +25.3% | +26.6% |
| 5Y | -12.5% | +285.0% | -297.5% | -45.7% |
| 10Y | +74.3% | +357.2% | -283.0% | -10.1% |
| All | +72.9% | +393.8% | -320.8% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling