+42.1%
RF vs ELF
+266.1%
-224.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.1% |
| 7D | -0.9% | +4.0% | -4.9% | -1.4% |
| 30D | +6.0% | +10.6% | -4.5% | +4.6% |
| 3M | -8.9% | +25.8% | -34.7% | -11.8% |
| 6M | +2.3% | +89.1% | -86.7% | -6.5% |
| YTD | +7.6% | +52.7% | -45.2% | +0.2% |
| 1Y | +21.2% | +51.7% | -30.6% | +12.8% |
| 3Y | +108.5% | +14.2% | +94.3% | +78.4% |
| All | +42.1% | +266.1% | -224.0% | -23.9% |
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