+378.3%
META vs ELF
+357.0%
+21.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | +6.7% | +5.4% | +1.4% | +5.6% |
| 30D | +4.8% | +27.0% | -22.2% | -0.1% |
| 3M | -1.6% | +113.2% | -114.8% | -15.1% |
| 6M | -7.5% | +36.6% | -44.0% | -13.8% |
| YTD | -6.4% | +44.2% | -50.6% | -14.5% |
| 1Y | -17.3% | -18.0% | +0.6% | -17.6% |
| 3Y | +109.9% | -19.9% | +129.9% | +92.9% |
| 5Y | +65.4% | +257.7% | -192.3% | +7.4% |
| All | +378.3% | +357.0% | +21.4% | +171.4% |
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 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