+62.6%
NDAQ vs ELF
+266.1%
-203.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.5% | -0.3% |
| 7D | +0.8% | +4.0% | -3.1% | +0.4% |
| 30D | +16.5% | +10.6% | +5.9% | +15.3% |
| 3M | +13.5% | +25.8% | -12.3% | +10.7% |
| 6M | +20.9% | +89.1% | -68.1% | +13.0% |
| YTD | +11.4% | +52.7% | -41.3% | +5.6% |
| 1Y | +25.9% | +51.7% | -25.8% | +19.3% |
| 3Y | +119.9% | +14.2% | +105.6% | +92.7% |
| All | +62.6% | +266.1% | -203.5% | -6.6% |
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