+72.9%
PR vs ELF
+357.7%
-284.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.5% | -4.2% |
| 7D | -16.5% | -2.7% | -13.8% | -16.1% |
| 30D | -4.5% | +6.9% | -11.4% | -6.0% |
| 3M | +8.5% | +27.2% | -18.6% | +2.5% |
| 6M | -3.3% | +84.9% | -88.2% | -17.1% |
| YTD | +55.7% | +44.5% | +11.2% | +38.4% |
| 1Y | +82.0% | -6.8% | +88.8% | +74.2% |
| 3Y | +62.5% | +14.2% | +48.2% | +26.9% |
| 5Y | +223.9% | +250.6% | -26.7% | +55.3% |
| 10Y | +64.2% | +318.0% | -253.8% | -38.2% |
| All | +72.9% | +357.7% | -284.8% | -34.9% |
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 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