+64.6%
MAR vs ELF
-23.6%
+88.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -1.8% |
| 7D | -1.7% | -1.2% | -0.6% | -1.6% |
| 30D | -6.9% | +5.9% | -12.8% | -7.5% |
| 3M | -15.8% | +99.5% | -115.4% | -21.6% |
| 6M | +1.9% | +26.5% | -24.6% | -1.1% |
| YTD | +6.6% | +37.2% | -30.6% | +2.4% |
| 1Y | +23.7% | -24.4% | +48.1% | +24.4% |
| 3Y | +64.6% | -23.3% | +87.9% | +53.4% |
| All | +64.6% | -23.6% | +88.2% | +53.4% |
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