+11.4%
O vs ELF
+56.1%
-44.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +3.5% | +6.3% | -2.7% | +3.4% |
| 30D | +10.4% | +8.5% | +1.9% | +10.2% |
| 3M | -2.4% | +24.4% | -26.9% | -3.0% |
| 6M | -1.2% | +94.7% | -95.9% | -3.1% |
| YTD | +10.4% | +55.9% | -45.4% | +7.4% |
| 1Y | +11.4% | +48.4% | -37.0% | +8.9% |
| All | +11.4% | +56.1% | -44.7% | +8.9% |
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