+76.6%
ILMN vs ELF
+56.1%
+20.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -9.8% | +6.3% | -16.1% | -10.4% |
| 30D | -22.7% | +8.5% | -31.2% | -23.4% |
| 3M | +12.1% | +24.4% | -12.4% | +9.6% |
| 6M | +51.5% | +94.7% | -43.3% | +41.2% |
| YTD | +63.9% | +55.9% | +8.0% | +52.3% |
| 1Y | +76.6% | +48.4% | +28.1% | +65.6% |
| All | +76.6% | +56.1% | +20.4% | +65.6% |
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