+554.3%
NOW vs ELF
+383.9%
+170.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.4% |
| 7D | -3.0% | +4.0% | -7.0% | -3.7% |
| 30D | -26.0% | +10.6% | -36.6% | -27.2% |
| 3M | -13.1% | +25.8% | -38.9% | -16.5% |
| 6M | +14.5% | +89.1% | -74.6% | +2.3% |
| YTD | -33.4% | +52.7% | -86.2% | -39.1% |
| 1Y | -40.6% | +51.7% | -92.4% | -45.8% |
| 3Y | -16.3% | +14.2% | -30.5% | -27.4% |
| 5Y | -26.3% | +270.7% | -297.0% | -51.4% |
| 10Y | +512.7% | +341.9% | +170.8% | +261.1% |
| All | +554.3% | +383.9% | +170.4% | +286.1% |
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