+44.1%
IR vs ELF
+266.1%
-222.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.5% |
| 7D | +3.7% | +4.0% | -0.3% | +3.0% |
| 30D | +7.4% | +10.6% | -3.1% | +5.5% |
| 3M | -5.9% | +25.8% | -31.7% | -9.8% |
| 6M | +5.6% | +89.1% | -83.5% | -6.2% |
| YTD | +4.8% | +52.7% | -47.9% | -4.2% |
| 1Y | +6.9% | +51.7% | -44.8% | -2.5% |
| 3Y | +27.6% | +14.2% | +13.3% | +7.4% |
| All | +44.1% | +266.1% | -222.0% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling