+582.0%
P vs ELF
+357.7%
+224.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.3% | -13.1% | -15.6% |
| 7D | -31.9% | -2.7% | -29.2% | -31.3% |
| 30D | -36.5% | +6.9% | -43.4% | -37.6% |
| 3M | +11.6% | +27.2% | -15.6% | +4.6% |
| 6M | +25.2% | +84.9% | -59.7% | +5.4% |
| YTD | +39.4% | +44.5% | -5.0% | +22.8% |
| 1Y | -3.7% | -6.8% | +3.1% | -7.6% |
| 3Y | +167.3% | +14.2% | +153.0% | +118.8% |
| 5Y | +237.3% | +250.6% | -13.3% | +87.1% |
| 10Y | +698.6% | +318.0% | +380.6% | +247.1% |
| All | +582.0% | +357.7% | +224.3% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling