+132.2%
ILMN vs ELF
+19.5%
+112.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.9% |
| 7D | +0.7% | +3.4% | -2.6% | +0.2% |
| 30D | -22.7% | +5.0% | -27.7% | -23.4% |
| 3M | +8.6% | +22.6% | -14.0% | +5.0% |
| 6M | +43.8% | +104.0% | -60.1% | +26.4% |
| YTD | +59.8% | +49.3% | +10.5% | +46.0% |
| 1Y | +71.8% | +46.0% | +25.8% | +57.4% |
| All | +132.2% | +19.5% | +112.6% | +53.6% |
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 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