+23.9%
IR vs ELF
+24.2%
-0.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | +9.2% | +9.1% | +0.1% | +7.8% |
| 3M | +0.9% | +28.2% | -27.2% | -2.6% |
| 6M | +19.2% | +119.5% | -100.3% | +6.0% |
| YTD | +7.5% | +55.2% | -47.7% | -0.4% |
| 1Y | +11.7% | +58.6% | -46.9% | +3.1% |
| 3Y | +23.9% | +21.3% | +2.6% | +14.8% |
| All | +23.9% | +24.2% | -0.3% | +14.8% |
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 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