+17.1%
JD vs ELF
+19.5%
-2.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.9% |
| 7D | -4.0% | +3.4% | -7.4% | -4.3% |
| 30D | +2.7% | +5.0% | -2.3% | +2.1% |
| 3M | -13.0% | +22.6% | -35.6% | -14.9% |
| 6M | -12.7% | +104.0% | -116.7% | -18.9% |
| YTD | -0.8% | +49.3% | -50.1% | -5.5% |
| 1Y | -8.9% | +46.0% | -54.9% | -13.1% |
| All | +17.1% | +19.5% | -2.4% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling