+53.4%
T vs ELF
+266.1%
-212.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -0.8% |
| 7D | +1.0% | +4.0% | -3.0% | +1.1% |
| 30D | -10.6% | +10.6% | -21.2% | -10.5% |
| 3M | -7.7% | +25.8% | -33.6% | -7.5% |
| 6M | -13.3% | +89.1% | -102.4% | -12.6% |
| YTD | -8.8% | +52.7% | -61.5% | -8.2% |
| 1Y | -8.4% | +51.7% | -60.1% | -7.8% |
| 3Y | +59.6% | +14.2% | +45.4% | +58.1% |
| All | +53.4% | +266.1% | -212.7% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling