+62.7%
T vs ELF
+317.0%
-254.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.6% |
| 7D | -3.1% | -6.8% | +3.7% | -2.8% |
| 30D | +4.6% | +5.1% | -0.5% | +4.3% |
| 3M | +12.2% | +79.8% | -67.5% | +9.0% |
| 6M | -6.5% | +29.7% | -36.2% | -7.9% |
| YTD | +4.9% | +31.6% | -26.7% | +3.0% |
| 1Y | -10.5% | -27.9% | +17.4% | -10.0% |
| 3Y | +104.6% | -26.4% | +131.0% | +99.2% |
| 5Y | +64.2% | +235.6% | -171.4% | +32.0% |
| All | +62.7% | +317.0% | -254.3% | +16.7% |
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