+75.8%
PR vs ELF
+29.9%
+46.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +2.3% |
| 7D | -16.4% | +4.0% | -20.4% | -16.2% |
| 30D | -1.9% | +10.6% | -12.5% | -1.2% |
| 3M | +8.0% | +25.8% | -17.9% | +9.7% |
| 6M | +4.1% | +89.1% | -85.0% | +8.4% |
| YTD | +58.7% | +52.7% | +6.0% | +63.8% |
| 1Y | +75.8% | +51.7% | +24.1% | +81.6% |
| All | +75.8% | +29.9% | +46.0% | +81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling