+53.8%
NDAQ vs ELF
+239.6%
-185.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.4% |
| 7D | -2.6% | -1.2% | -1.4% | -2.5% |
| 30D | +0.5% | +5.9% | -5.4% | -0.2% |
| 3M | +9.9% | +99.5% | -89.6% | +2.5% |
| 6M | +8.2% | +26.5% | -18.3% | +4.9% |
| YTD | -1.5% | +37.2% | -38.7% | -5.5% |
| 1Y | +1.3% | -24.4% | +25.7% | +1.9% |
| 3Y | +92.6% | -23.3% | +115.9% | +79.8% |
| 5Y | +53.8% | +245.2% | -191.3% | -11.6% |
| All | +53.8% | +239.6% | -185.7% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling