+20.1%
JD vs ELF
+334.6%
-314.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.3% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | -16.0% | +5.9% | -22.0% | -16.8% |
| 3M | -3.2% | +99.5% | -102.7% | -13.0% |
| 6M | +6.1% | +26.5% | -20.5% | +1.4% |
| YTD | -0.1% | +37.2% | -37.3% | -6.2% |
| 1Y | -12.7% | -24.4% | +11.7% | -11.8% |
| 3Y | -6.3% | -23.3% | +17.0% | -11.7% |
| 5Y | -61.3% | +245.2% | -306.5% | -73.8% |
| All | +20.1% | +334.6% | -314.5% | -30.0% |
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 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