+11.3%
IR vs ELF
+56.1%
-44.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +1.5% | +6.3% | -4.7% | +0.7% |
| 30D | +9.0% | +8.5% | +0.5% | +7.7% |
| 3M | -0.9% | +24.4% | -25.3% | -4.2% |
| 6M | +13.4% | +94.7% | -81.3% | +1.0% |
| YTD | +8.5% | +55.9% | -47.4% | -0.3% |
| 1Y | +11.3% | +48.4% | -37.2% | +2.8% |
| All | +11.3% | +56.1% | -44.9% | +2.8% |
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 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