+284.7%
P vs ELF
+272.3%
+12.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | -2.8% |
| 7D | +11.6% | +1.6% | +10.0% | +11.2% |
| 30D | -23.7% | +9.1% | -32.8% | -25.2% |
| 3M | -8.0% | +28.2% | -36.1% | -13.2% |
| 6M | +27.9% | +119.5% | -91.6% | +6.1% |
| YTD | +61.2% | +55.2% | +6.0% | +41.9% |
| 1Y | +28.6% | +58.6% | -30.0% | +11.6% |
| 3Y | +200.5% | +21.3% | +179.2% | +140.0% |
| All | +284.7% | +272.3% | +12.4% | +66.9% |
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