+281.3%
P vs ELF
+259.0%
+22.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.9% |
| 7D | +6.5% | +5.4% | +1.2% | +5.3% |
| 30D | +18.8% | +27.0% | -8.1% | +12.3% |
| 3M | +26.7% | +113.2% | -86.5% | +6.2% |
| 6M | +62.2% | +36.6% | +25.6% | +48.7% |
| YTD | +48.5% | +44.2% | +4.3% | +33.0% |
| 1Y | +26.4% | -18.0% | +44.4% | +27.0% |
| 3Y | +159.4% | -19.9% | +179.3% | +134.1% |
| All | +281.3% | +259.0% | +22.3% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling