+231.7%
RF vs ELF
+335.0%
-103.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +4.3% | -5.6% | -2.1% |
| 30D | +4.6% | +7.7% | -3.1% | +3.2% |
| 3M | -8.4% | +24.7% | -33.2% | -12.3% |
| 6M | +8.9% | +114.6% | -105.8% | -6.4% |
| YTD | +8.8% | +55.8% | -47.0% | -2.1% |
| 1Y | +18.9% | +51.9% | -33.0% | +7.4% |
| 3Y | +116.0% | +24.6% | +91.4% | +78.7% |
| 5Y | +46.0% | +279.2% | -233.2% | -14.0% |
| 10Y | +231.7% | +338.7% | -107.0% | +63.4% |
| All | +231.7% | +335.0% | -103.3% | +63.4% |
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 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