+67.7%
T vs ELF
+259.0%
-191.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.1% | -1.9% |
| 7D | -1.3% | +5.4% | -6.6% | -1.2% |
| 30D | +11.4% | +27.0% | -15.6% | +11.6% |
| 3M | +14.3% | +113.2% | -98.9% | +15.1% |
| 6M | -9.3% | +36.6% | -45.8% | -9.0% |
| YTD | +7.1% | +44.2% | -37.1% | +7.5% |
| 1Y | -9.1% | -18.0% | +8.9% | -9.1% |
| 3Y | +105.3% | -19.9% | +125.3% | +104.4% |
| All | +67.7% | +259.0% | -191.3% | +39.6% |
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