+26.9%
NDAQ vs ELF
+56.1%
-29.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +2.9% | +6.3% | -3.4% | +2.1% |
| 30D | +17.5% | +8.5% | +9.0% | +16.3% |
| 3M | +15.4% | +24.4% | -9.0% | +12.3% |
| 6M | +24.6% | +94.7% | -70.1% | +14.7% |
| YTD | +14.4% | +55.9% | -41.4% | +7.6% |
| 1Y | +26.9% | +48.4% | -21.5% | +19.8% |
| All | +26.9% | +56.1% | -29.2% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling