+340.0%
IR vs ELF
+331.6%
+8.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.5% | +6.3% | -4.7% | +0.5% |
| 30D | +9.0% | +8.5% | +0.5% | +7.4% |
| 3M | -0.9% | +24.4% | -25.3% | -4.9% |
| 6M | +13.4% | +94.7% | -81.3% | -0.5% |
| YTD | +8.5% | +55.9% | -47.4% | -1.8% |
| 1Y | +11.3% | +48.4% | -37.2% | +1.4% |
| 3Y | +26.0% | +24.6% | +1.4% | +7.0% |
| 5Y | +47.9% | +285.0% | -237.2% | -5.7% |
| All | +340.0% | +331.6% | +8.4% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling