+319.3%
RF vs ELF
+357.7%
-38.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.5% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | +5.0% | +6.9% | -1.8% | +3.7% |
| 3M | -10.0% | +27.2% | -37.2% | -14.2% |
| 6M | +3.3% | +84.9% | -81.5% | -8.6% |
| YTD | +7.9% | +44.5% | -36.5% | -1.4% |
| 1Y | +21.2% | -6.8% | +28.0% | +17.9% |
| 3Y | +105.8% | +14.2% | +91.6% | +73.3% |
| 5Y | +43.7% | +250.6% | -206.9% | -13.4% |
| 10Y | +289.4% | +318.0% | -28.6% | +94.6% |
| All | +319.3% | +357.7% | -38.4% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling