+1,006.2%
TER vs ELF
+357.0%
+649.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -8.9% | +6.3% | -15.2% | -10.0% |
| 30D | -39.1% | +8.5% | -47.6% | -40.2% |
| 3M | -32.8% | +24.4% | -57.2% | -36.2% |
| 6M | -31.7% | +94.7% | -126.5% | -42.3% |
| YTD | +26.9% | +55.9% | -28.9% | +11.3% |
| 1Y | +33.6% | +48.4% | -14.8% | +18.4% |
| 3Y | +181.5% | +24.6% | +156.9% | +134.2% |
| 5Y | +76.1% | +285.0% | -208.9% | +5.9% |
| 10Y | +1,006.2% | +357.2% | +649.0% | +452.9% |
| All | +1,006.2% | +357.0% | +649.2% | +452.9% |
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