-5.9%
JD vs ELF
+53.2%
-59.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.2% |
| 7D | -4.1% | +1.6% | -5.7% | -4.3% |
| 30D | +4.6% | +9.1% | -4.5% | +3.7% |
| 3M | -4.7% | +28.2% | -32.9% | -7.0% |
| 6M | -17.4% | +119.5% | -136.9% | -22.8% |
| YTD | +0.7% | +55.2% | -54.4% | -2.8% |
| 1Y | -5.9% | +58.6% | -64.5% | -9.5% |
| All | -5.9% | +53.2% | -59.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling