+559.4%
NOW vs ELF
+393.6%
+165.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -5.6% | +4.3% | -9.8% | -6.2% |
| 30D | -26.8% | +7.7% | -34.5% | -27.6% |
| 3M | -19.4% | +24.7% | -44.1% | -22.4% |
| 6M | +12.3% | +114.6% | -102.3% | -1.8% |
| YTD | -32.9% | +55.8% | -88.7% | -38.9% |
| 1Y | -40.3% | +51.9% | -92.2% | -45.5% |
| 3Y | -19.1% | +24.6% | -43.6% | -30.9% |
| 5Y | -24.4% | +279.2% | -303.6% | -50.3% |
| 10Y | +521.8% | +338.7% | +183.1% | +264.2% |
| All | +559.4% | +393.6% | +165.8% | +287.8% |
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