+1,381.0%
NET vs ELF
+610.6%
+770.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | -16.4% | -1.5% | -14.8% | -16.1% |
| 30D | -25.8% | +9.5% | -35.4% | -27.4% |
| 3M | -11.5% | +29.4% | -40.9% | -16.9% |
| 6M | +18.9% | +83.7% | -64.8% | +2.2% |
| YTD | +35.2% | +49.4% | -14.2% | +19.3% |
| 1Y | +14.5% | -3.9% | +18.4% | +9.8% |
| 3Y | +313.8% | +18.2% | +295.6% | +221.1% |
| 5Y | +32.6% | +276.1% | -243.6% | -34.8% |
| All | +1,381.0% | +610.6% | +770.4% | +570.4% |
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