+419.5%
MAR vs ELF
+317.0%
+102.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.6% |
| 7D | -0.5% | -6.8% | +6.3% | +0.7% |
| 30D | -4.7% | +5.1% | -9.7% | -5.7% |
| 3M | -15.6% | +79.8% | -95.4% | -24.7% |
| 6M | +1.2% | +29.7% | -28.5% | -4.8% |
| YTD | +7.5% | +31.6% | -24.1% | +0.2% |
| 1Y | +26.6% | -27.9% | +54.5% | +29.0% |
| 3Y | +66.0% | -26.4% | +92.4% | +53.3% |
| 5Y | +154.1% | +235.6% | -81.5% | +53.7% |
| All | +419.5% | +317.0% | +102.5% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling