+26.2%
MAR vs ELF
-17.5%
+43.8%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | -4.2% | +5.4% | -9.5% | -4.5% |
| 30D | -6.7% | +27.0% | -33.7% | -8.3% |
| 3M | -12.5% | +113.2% | -125.7% | -17.7% |
| 6M | +0.6% | +36.6% | -36.0% | -2.4% |
| YTD | +9.1% | +44.2% | -35.1% | +5.9% |
| 1Y | +26.2% | -18.0% | +44.2% | +24.7% |
| All | +26.2% | -17.5% | +43.8% | +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 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