+147.7%
P vs ELF
-19.9%
+167.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.0% |
| 7D | +6.5% | +5.4% | +1.2% | +5.5% |
| 30D | +18.8% | +27.0% | -8.1% | +13.5% |
| 3M | +26.7% | +113.2% | -86.5% | +9.8% |
| 6M | +62.2% | +36.6% | +25.6% | +51.5% |
| YTD | +48.5% | +44.2% | +4.3% | +35.9% |
| 1Y | +26.4% | -18.0% | +44.4% | +28.1% |
| All | +147.7% | -19.9% | +167.6% | +124.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling