+185.7%
ITW vs ELF
+357.0%
-171.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -3.6% | +5.4% | -8.9% | -4.1% |
| 30D | -9.1% | +27.0% | -36.1% | -11.6% |
| 3M | +8.2% | +113.2% | -105.0% | -0.9% |
| 6M | -4.8% | +36.6% | -41.3% | -8.8% |
| YTD | +11.0% | +44.2% | -33.2% | +5.2% |
| 1Y | +4.2% | -18.0% | +22.2% | +4.0% |
| 3Y | +17.3% | -19.9% | +37.2% | +10.5% |
| 5Y | +33.0% | +257.7% | -224.7% | -2.3% |
| All | +185.7% | +357.0% | -171.3% | +85.3% |
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