+70.3%
PR vs ELF
+357.0%
-286.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -9.5% | +6.3% | -15.8% | -10.7% |
| 30D | -5.7% | +8.5% | -14.2% | -7.5% |
| 3M | +3.0% | +24.4% | -21.5% | -2.2% |
| 6M | +11.8% | +94.7% | -82.9% | -5.1% |
| YTD | +58.5% | +55.9% | +2.6% | +38.6% |
| 1Y | +69.9% | +48.4% | +21.5% | +49.9% |
| 3Y | +84.9% | +24.6% | +60.3% | +41.9% |
| 5Y | +246.4% | +285.0% | -38.6% | +61.7% |
| 10Y | +70.3% | +357.2% | -286.9% | -37.6% |
| All | +70.3% | +357.0% | -286.7% | -37.6% |
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