+325.3%
IR vs ELF
+322.9%
+2.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.4% |
| 7D | +3.7% | +4.0% | -0.3% | +2.9% |
| 30D | +7.4% | +10.6% | -3.1% | +5.4% |
| 3M | -5.9% | +25.8% | -31.7% | -10.0% |
| 6M | +5.6% | +89.1% | -83.5% | -6.9% |
| YTD | +4.8% | +52.7% | -47.9% | -4.8% |
| 1Y | +6.9% | +51.7% | -44.8% | -3.0% |
| 3Y | +27.6% | +14.2% | +13.3% | +10.1% |
| 5Y | +45.8% | +270.7% | -224.9% | -6.4% |
| All | +325.3% | +322.9% | +2.3% | +123.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling