+261.5%
RF vs ELF
+354.8%
-93.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.7% |
| 7D | -0.1% | +7.8% | -8.0% | -1.5% |
| 30D | +7.0% | +9.3% | -2.2% | +5.3% |
| 3M | -7.0% | +21.2% | -28.2% | -10.5% |
| 6M | +6.8% | +96.1% | -89.3% | -6.7% |
| YTD | +9.9% | +57.0% | -47.0% | -1.2% |
| 1Y | +21.1% | +61.9% | -40.7% | +8.0% |
| 3Y | +119.6% | +20.0% | +99.6% | +83.2% |
| 5Y | +46.2% | +284.8% | -238.6% | -14.3% |
| 10Y | +261.5% | +364.2% | -102.7% | +77.1% |
| All | +261.5% | +354.8% | -93.3% | +77.1% |
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