+686.6%
P vs ELF
+337.1%
+349.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +2.1% |
| 7D | -23.8% | +4.0% | -27.8% | -24.4% |
| 30D | -36.6% | +10.6% | -47.2% | -38.2% |
| 3M | +10.9% | +25.8% | -14.9% | +4.1% |
| 6M | +30.0% | +89.1% | -59.1% | +8.7% |
| YTD | +44.4% | +52.7% | -8.4% | +25.3% |
| 1Y | +3.9% | +51.7% | -47.8% | -10.6% |
| 3Y | +176.6% | +14.2% | +162.4% | +126.3% |
| 5Y | +249.3% | +270.7% | -21.4% | +88.9% |
| All | +686.6% | +337.1% | +349.5% | +223.6% |
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 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