+62.5%
T vs ELF
+332.6%
-270.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.2% |
| 7D | +2.5% | +1.6% | +1.0% | +2.5% |
| 30D | -3.8% | +9.1% | -12.9% | -4.2% |
| 3M | -8.7% | +28.2% | -36.9% | -9.9% |
| 6M | -8.1% | +119.5% | -127.7% | -11.8% |
| YTD | -6.4% | +55.2% | -61.6% | -9.0% |
| 1Y | -9.8% | +58.6% | -68.4% | -12.4% |
| 3Y | +65.5% | +21.3% | +44.2% | +54.9% |
| 5Y | +57.0% | +276.2% | -219.3% | +25.0% |
| All | +62.5% | +332.6% | -270.1% | +15.1% |
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