+76.2%
PR vs ELF
+383.9%
-307.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +0.7% |
| 7D | -16.4% | +4.0% | -20.4% | -17.1% |
| 30D | -1.9% | +10.6% | -12.5% | -4.1% |
| 3M | +8.0% | +25.8% | -17.9% | +2.2% |
| 6M | +4.1% | +89.1% | -85.0% | -11.1% |
| YTD | +58.7% | +52.7% | +6.0% | +39.4% |
| 1Y | +75.8% | +51.7% | +24.1% | +54.1% |
| 3Y | +73.2% | +14.2% | +58.9% | +36.3% |
| 5Y | +230.1% | +270.7% | -40.6% | +56.4% |
| 10Y | +67.4% | +341.9% | -274.6% | -37.7% |
| All | +76.2% | +383.9% | -307.7% | -34.5% |
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