+58.8%
T vs ELF
+357.0%
-298.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +2.6% | +6.3% | -3.7% | +2.3% |
| 30D | -1.1% | +8.5% | -9.6% | -1.5% |
| 3M | -7.7% | +24.4% | -32.2% | -8.8% |
| 6M | -10.6% | +94.7% | -105.4% | -13.7% |
| YTD | -7.5% | +55.9% | -63.3% | -10.0% |
| 1Y | -7.4% | +48.4% | -55.8% | -9.8% |
| 3Y | +63.1% | +24.6% | +38.4% | +52.4% |
| 5Y | +55.2% | +285.0% | -229.8% | +23.6% |
| 10Y | +58.8% | +357.2% | -298.4% | +13.4% |
| All | +58.8% | +357.0% | -298.2% | +13.4% |
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