+91.9%
MO vs ELF
-27.2%
+119.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | -0.4% |
| 7D | -2.4% | -6.8% | +4.4% | -2.5% |
| 30D | +3.6% | +5.1% | -1.5% | +3.6% |
| 3M | -3.7% | +79.8% | -83.5% | -3.1% |
| 6M | +4.5% | +29.7% | -25.2% | +4.9% |
| YTD | +21.5% | +31.6% | -10.1% | +22.0% |
| 1Y | +9.5% | -27.9% | +37.4% | +9.6% |
| All | +91.9% | -27.2% | +119.1% | +84.3% |
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