+415.3%
PR vs ELF
+259.0%
+156.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.8% |
| 7D | +2.9% | +5.4% | -2.4% | +2.4% |
| 30D | +18.0% | +27.0% | -8.9% | +15.3% |
| 3M | +16.9% | +113.2% | -96.3% | +8.0% |
| 6M | +28.2% | +36.6% | -8.4% | +23.6% |
| YTD | +69.3% | +44.2% | +25.1% | +61.3% |
| 1Y | +69.5% | -18.0% | +87.5% | +70.5% |
| 3Y | +81.7% | -19.9% | +101.6% | +67.5% |
| All | +415.3% | +259.0% | +156.3% | +173.4% |
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