+1,720.3%
TER vs ELF
+334.6%
+1,385.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +5.3% |
| 7D | +11.0% | -1.2% | +12.1% | +11.2% |
| 30D | -1.9% | +5.9% | -7.8% | -3.5% |
| 3M | -0.7% | +99.5% | -100.2% | -16.1% |
| 6M | +36.4% | +26.5% | +9.8% | +26.8% |
| YTD | +92.4% | +37.2% | +55.3% | +73.9% |
| 1Y | +213.5% | -24.4% | +237.9% | +217.0% |
| 3Y | +277.2% | -23.3% | +300.6% | +249.8% |
| 5Y | +219.1% | +245.2% | -26.0% | +97.2% |
| All | +1,720.3% | +334.6% | +1,385.7% | +843.5% |
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