+10.7%
O vs ELF
+266.1%
-255.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | +3.7% | +4.0% | -0.3% | +3.5% |
| 30D | +11.2% | +10.6% | +0.6% | +10.8% |
| 3M | -4.0% | +25.8% | -29.8% | -4.9% |
| 6M | -5.2% | +89.1% | -94.3% | -7.7% |
| YTD | +9.5% | +52.7% | -43.3% | +7.1% |
| 1Y | +10.6% | +51.7% | -41.1% | +8.2% |
| 3Y | +38.1% | +14.2% | +23.9% | +29.3% |
| All | +10.7% | +266.1% | -255.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling