+649.0%
P vs ELF
+316.3%
+332.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.2% | +7.5% | +4.4% |
| 7D | +17.8% | +3.4% | +14.5% | +16.8% |
| 30D | -29.9% | +5.0% | -34.8% | -30.7% |
| 3M | -1.2% | +22.6% | -23.7% | -6.5% |
| 6M | +32.1% | +104.0% | -71.8% | +8.9% |
| YTD | +64.3% | +49.3% | +15.0% | +43.4% |
| 1Y | +24.3% | +46.0% | -21.8% | +8.0% |
| 3Y | +203.2% | +19.4% | +183.8% | +145.1% |
| 5Y | +290.4% | +262.0% | +28.4% | +112.8% |
| All | +649.0% | +316.3% | +332.7% | +216.6% |
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