+49.8%
O vs ELF
+357.0%
-307.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | -0.7% | +5.4% | -6.1% | -1.3% |
| 30D | -1.9% | +27.0% | -28.9% | -4.5% |
| 3M | +3.8% | +113.2% | -109.4% | -4.7% |
| 6M | -4.7% | +36.6% | -41.3% | -8.7% |
| YTD | +12.5% | +44.2% | -31.7% | +6.7% |
| 1Y | +10.8% | -18.0% | +28.8% | +10.5% |
| 3Y | +28.8% | -19.9% | +48.7% | +20.9% |
| 5Y | +13.2% | +257.7% | -244.5% | -22.3% |
| All | +49.8% | +357.0% | -307.1% | -12.1% |
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