+425.7%
META vs ELF
+354.8%
+70.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.4% | +4.6% |
| 7D | +5.7% | +7.8% | -2.1% | +4.2% |
| 30D | -10.8% | +9.3% | -20.0% | -12.3% |
| 3M | +8.4% | +21.2% | -12.8% | +4.1% |
| 6M | +5.4% | +96.1% | -90.7% | -8.1% |
| YTD | -2.6% | +57.0% | -59.5% | -12.7% |
| 1Y | +3.5% | +61.9% | -58.3% | -8.0% |
| 3Y | +102.0% | +20.0% | +82.0% | +70.5% |
| 5Y | +93.1% | +284.8% | -191.7% | +23.1% |
| 10Y | +425.7% | +364.2% | +61.4% | +188.4% |
| All | +425.7% | +354.8% | +70.8% | +188.4% |
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 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