+49.3%
O vs ELF
+334.6%
-285.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | -2.0% | +5.9% | -7.9% | -2.6% |
| 3M | +3.0% | +99.5% | -96.5% | -4.8% |
| 6M | -3.6% | +26.5% | -30.2% | -6.9% |
| YTD | +12.1% | +37.2% | -25.1% | +6.8% |
| 1Y | +8.9% | -24.4% | +33.3% | +9.6% |
| 3Y | +30.3% | -23.3% | +53.7% | +22.9% |
| 5Y | +13.7% | +245.2% | -231.5% | -21.7% |
| All | +49.3% | +334.6% | -285.4% | -12.0% |
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 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