+183.6%
ITW vs ELF
+303.8%
-120.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | -0.7% | -11.6% | +10.9% | +0.6% |
| 30D | -8.3% | +4.6% | -13.0% | -8.9% |
| 3M | +6.0% | +59.7% | -53.7% | +0.3% |
| 6M | 0.0% | +21.2% | -21.2% | -2.9% |
| YTD | +10.2% | +27.4% | -17.2% | +5.9% |
| 1Y | +3.2% | -29.8% | +33.0% | +4.8% |
| 3Y | +21.0% | -28.5% | +49.4% | +15.4% |
| 5Y | +37.9% | +220.0% | -182.1% | +2.5% |
| All | +183.6% | +303.8% | -120.2% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling