+565.4%
MAR vs ELF
+373.0%
+192.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | +1.8% | +3.4% | -1.6% | +1.1% |
| 30D | +14.3% | +5.0% | +9.3% | +13.2% |
| 3M | +20.0% | +22.6% | -2.6% | +15.4% |
| 6M | +21.7% | +104.0% | -82.2% | +5.8% |
| YTD | +37.7% | +49.3% | -11.6% | +25.2% |
| 1Y | +46.8% | +46.0% | +0.8% | +33.8% |
| 3Y | +121.0% | +19.4% | +101.6% | +84.3% |
| 5Y | +183.1% | +262.0% | -78.9% | +69.5% |
| 10Y | +532.4% | +320.5% | +212.0% | +206.2% |
| All | +565.4% | +373.0% | +192.4% | +221.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling