-57.1%
JD vs ELF
+266.1%
-323.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +0.8% |
| 7D | +13.4% | +4.0% | +9.4% | +12.7% |
| 30D | +7.7% | +10.6% | -2.9% | +6.0% |
| 3M | -11.3% | +25.8% | -37.1% | -14.5% |
| 6M | -5.1% | +89.1% | -94.2% | -14.5% |
| YTD | +5.0% | +52.7% | -47.7% | -3.0% |
| 1Y | -5.6% | +51.7% | -57.4% | -13.0% |
| 3Y | +17.8% | +14.2% | +3.5% | -1.4% |
| All | -57.1% | +266.1% | -323.3% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling