+800.7%
MSCI vs ELF
+357.0%
+443.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +2.7% | +6.3% | -3.6% | +1.8% |
| 30D | +16.2% | +8.5% | +7.7% | +15.0% |
| 3M | +17.1% | +24.4% | -7.4% | +13.6% |
| 6M | +13.0% | +94.7% | -81.7% | +2.8% |
| YTD | +15.8% | +55.9% | -40.1% | +7.4% |
| 1Y | +15.5% | +48.4% | -32.9% | +7.7% |
| 3Y | +32.3% | +24.6% | +7.7% | +14.0% |
| 5Y | +8.2% | +285.0% | -276.9% | -27.1% |
| 10Y | +800.7% | +357.2% | +443.5% | +418.4% |
| All | +800.7% | +357.0% | +443.7% | +418.4% |
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