+76.2%
O vs ELF
+332.6%
-256.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.7% | -1.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.6% |
| 30D | +7.1% | +9.1% | -2.0% | +6.1% |
| 3M | -5.2% | +28.2% | -33.4% | -7.9% |
| 6M | -1.8% | +119.5% | -121.3% | -10.2% |
| YTD | +9.1% | +55.2% | -46.1% | +2.6% |
| 1Y | +9.7% | +58.6% | -48.9% | +2.8% |
| 3Y | +39.1% | +21.3% | +17.9% | +23.1% |
| 5Y | +8.4% | +276.2% | -267.9% | -25.7% |
| All | +76.2% | +332.6% | -256.5% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling