+10.8%
O vs ELF
-17.5%
+28.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -0.7% | +5.4% | -6.1% | -0.8% |
| 30D | -1.9% | +27.0% | -28.9% | -2.1% |
| 3M | +3.8% | +113.2% | -109.4% | +3.1% |
| 6M | -4.7% | +36.6% | -41.3% | -5.2% |
| YTD | +12.5% | +44.2% | -31.7% | +11.8% |
| 1Y | +10.8% | -18.0% | +28.8% | +9.9% |
| All | +10.8% | -17.5% | +28.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling