+42.6%
T vs ELF
+397.3%
-354.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.7% |
| 7D | +1.7% | +7.8% | -6.2% | +1.3% |
| 30D | -1.7% | +9.3% | -11.0% | -2.1% |
| 3M | -7.3% | +21.2% | -28.5% | -8.2% |
| 6M | -11.2% | +96.1% | -107.3% | -14.2% |
| YTD | -8.1% | +57.0% | -65.0% | -10.5% |
| 1Y | -8.0% | +61.9% | -69.9% | -10.7% |
| 3Y | +62.1% | +20.0% | +42.1% | +52.4% |
| 5Y | +55.7% | +284.8% | -229.1% | +24.8% |
| 10Y | +54.1% | +364.2% | -310.1% | +9.8% |
| All | +42.6% | +397.3% | -354.7% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling