+18.3%
NOW vs ELF
-19.9%
+38.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.2% |
| 7D | -2.4% | +5.4% | -7.7% | -3.0% |
| 30D | +20.5% | +27.0% | -6.5% | +17.1% |
| 3M | +18.3% | +113.2% | -94.9% | +8.7% |
| 6M | +24.1% | +36.6% | -12.5% | +19.2% |
| YTD | -7.8% | +44.2% | -52.0% | -12.4% |
| 1Y | -21.4% | -18.0% | -3.4% | -20.9% |
| All | +18.3% | -19.9% | +38.1% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling