+1,449.6%
NET vs ELF
+585.9%
+863.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.4% |
| 7D | -7.0% | +5.4% | -12.3% | -8.0% |
| 30D | -4.8% | +27.0% | -31.8% | -9.9% |
| 3M | +3.8% | +113.2% | -109.4% | -13.1% |
| 6M | +50.0% | +36.6% | +13.5% | +37.3% |
| YTD | +41.5% | +44.2% | -2.8% | +26.1% |
| 1Y | +32.8% | -18.0% | +50.8% | +32.5% |
| 3Y | +335.9% | -19.9% | +355.8% | +285.6% |
| 5Y | +113.8% | +257.7% | -143.9% | +6.3% |
| All | +1,449.6% | +585.9% | +863.7% | +609.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling