+151.0%
JPM vs ELF
+24.7%
+126.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.5% | +4.3% | -6.7% | -2.7% |
| 30D | +2.7% | +7.7% | -5.0% | +2.2% |
| 3M | -4.7% | +24.7% | -29.4% | -6.1% |
| 6M | +15.6% | +114.6% | -99.1% | +9.7% |
| YTD | +8.6% | +55.8% | -47.2% | +5.0% |
| 1Y | +10.9% | +51.9% | -41.0% | +7.3% |
| All | +151.0% | +24.7% | +126.3% | +127.7% |
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 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