+47.1%
O vs ELF
+393.8%
-346.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +3.5% | +6.3% | -2.7% | +2.9% |
| 30D | +10.4% | +8.5% | +1.9% | +9.4% |
| 3M | -2.4% | +24.4% | -26.9% | -4.9% |
| 6M | -1.2% | +94.7% | -95.9% | -8.7% |
| YTD | +10.4% | +55.9% | -45.4% | +3.7% |
| 1Y | +11.4% | +48.4% | -37.0% | +5.1% |
| 3Y | +40.4% | +24.6% | +15.8% | +23.5% |
| 5Y | +12.1% | +285.0% | -272.9% | -23.5% |
| 10Y | +82.7% | +357.2% | -274.5% | +5.7% |
| All | +47.1% | +393.8% | -346.7% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling