+34.4%
JD vs ELF
+332.6%
-298.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.9% |
| 7D | -4.1% | +1.6% | -5.7% | -4.4% |
| 30D | +4.6% | +9.1% | -4.5% | +3.2% |
| 3M | -4.7% | +28.2% | -32.9% | -8.4% |
| 6M | -17.4% | +119.5% | -136.9% | -27.2% |
| YTD | +0.7% | +55.2% | -54.4% | -7.4% |
| 1Y | -5.9% | +58.6% | -64.5% | -13.9% |
| 3Y | +18.9% | +21.3% | -2.4% | +3.5% |
| 5Y | -62.9% | +276.2% | -339.1% | -75.5% |
| All | +34.4% | +332.6% | -298.3% | -24.7% |
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 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