+239.8%
RF vs ELF
+357.0%
-117.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.3% | +6.3% | -5.9% | -0.8% |
| 30D | +6.2% | +8.5% | -2.3% | +4.5% |
| 3M | -7.8% | +24.4% | -32.3% | -11.7% |
| 6M | +5.9% | +94.7% | -88.8% | -7.3% |
| YTD | +9.0% | +55.9% | -46.8% | -1.9% |
| 1Y | +19.3% | +48.4% | -29.2% | +8.1% |
| 3Y | +116.4% | +24.6% | +91.8% | +79.0% |
| 5Y | +46.0% | +285.0% | -239.0% | -14.4% |
| 10Y | +239.8% | +357.2% | -117.4% | +66.6% |
| All | +239.8% | +357.0% | -117.2% | +66.6% |
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