+652.6%
P vs ELF
+357.0%
+295.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -13.3% | +6.3% | -19.6% | -14.5% |
| 30D | -34.0% | +8.5% | -42.5% | -35.3% |
| 3M | +4.1% | +24.4% | -20.4% | -1.9% |
| 6M | +30.5% | +94.7% | -64.2% | +8.4% |
| YTD | +52.2% | +55.9% | -3.7% | +31.4% |
| 1Y | +10.3% | +48.4% | -38.1% | -4.4% |
| 3Y | +180.9% | +24.6% | +156.2% | +124.5% |
| 5Y | +259.7% | +285.0% | -25.3% | +92.5% |
| 10Y | +652.6% | +357.2% | +295.4% | +201.0% |
| All | +652.6% | +357.0% | +295.6% | +201.0% |
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