+489.4%
NDAQ vs ELF
+316.3%
+173.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.5% |
| 7D | +1.7% | +3.4% | -1.6% | +1.3% |
| 30D | +16.2% | +5.0% | +11.3% | +15.6% |
| 3M | +14.0% | +22.6% | -8.6% | +11.4% |
| 6M | +22.3% | +104.0% | -81.7% | +12.9% |
| YTD | +13.0% | +49.3% | -36.3% | +7.0% |
| 1Y | +24.0% | +46.0% | -22.0% | +17.6% |
| 3Y | +117.1% | +19.4% | +97.7% | +95.7% |
| 5Y | +67.5% | +262.0% | -194.5% | +25.3% |
| All | +489.4% | +316.3% | +173.1% | +304.0% |
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