+202.8%
TER vs ELF
+259.0%
-56.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +5.0% |
| 7D | +0.6% | +5.4% | -4.7% | -0.6% |
| 30D | -8.3% | +27.0% | -35.3% | -13.8% |
| 3M | -12.2% | +113.2% | -125.4% | -27.8% |
| 6M | +17.1% | +36.6% | -19.5% | +6.5% |
| YTD | +84.7% | +44.2% | +40.4% | +63.6% |
| 1Y | +199.9% | -18.0% | +217.9% | +198.4% |
| 3Y | +232.8% | -19.9% | +252.7% | +196.9% |
| All | +202.8% | +259.0% | -56.1% | +20.1% |
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