-6.5%
IR vs ELF
-23.1%
+16.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -1.1% |
| 7D | +0.6% | -1.2% | +1.8% | +0.8% |
| 30D | -13.6% | +5.9% | -19.5% | -14.2% |
| 3M | +3.7% | +99.5% | -95.8% | -4.4% |
| 6M | -13.1% | +26.5% | -39.6% | -16.2% |
| YTD | -5.1% | +37.2% | -42.3% | -9.2% |
| 1Y | -6.5% | -24.4% | +17.9% | -7.9% |
| All | -6.5% | -23.1% | +16.6% | -7.9% |
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 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