+46.4%
RF vs ELF
+264.1%
-217.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | +0.4% | +3.4% | -3.0% | -0.1% |
| 30D | +5.6% | +5.0% | +0.6% | +4.8% |
| 3M | -8.9% | +22.6% | -31.4% | -11.4% |
| 6M | +7.1% | +104.0% | -96.9% | -3.1% |
| YTD | +8.3% | +49.3% | -41.0% | +1.2% |
| 1Y | +16.8% | +46.0% | -29.2% | +9.4% |
| 3Y | +115.0% | +19.4% | +95.6% | +82.1% |
| 5Y | +46.4% | +262.0% | -215.6% | -20.3% |
| All | +46.4% | +264.1% | -217.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling