+3.3%
RF vs ELF
+76.3%
-73.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -2.0% |
| 7D | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | +5.0% | +6.9% | -1.8% | +4.7% |
| 3M | -10.0% | +27.2% | -37.2% | -10.9% |
| 6M | +3.3% | +84.9% | -81.5% | +0.2% |
| All | +3.3% | +76.3% | -73.0% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling