+32.6%
NET vs ELF
+278.8%
-246.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.1% |
| 7D | -16.4% | -1.5% | -14.8% | -16.0% |
| 30D | -25.8% | +9.5% | -35.4% | -27.6% |
| 3M | -11.5% | +29.4% | -40.9% | -17.8% |
| 6M | +18.9% | +83.7% | -64.8% | -0.6% |
| YTD | +35.2% | +49.4% | -14.2% | +16.5% |
| 1Y | +14.5% | -3.9% | +18.4% | +9.2% |
| 3Y | +313.8% | +18.2% | +295.6% | +161.2% |
| 5Y | +32.6% | +276.1% | -243.6% | -78.7% |
| All | +32.6% | +278.8% | -246.2% | -78.7% |
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