+18.9%
NET vs ELF
+89.2%
-70.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.5% |
| 7D | -16.4% | -1.5% | -14.8% | -16.5% |
| 30D | -25.8% | +9.5% | -35.4% | -25.3% |
| 3M | -11.5% | +29.4% | -40.9% | -9.6% |
| 6M | +18.9% | +83.7% | -64.8% | +29.6% |
| All | +18.9% | +89.2% | -70.3% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling