+1,646.8%
TER vs ELF
+357.0%
+1,289.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| 3M | -12.2% | +113.2% | -125.4% | -26.8% |
| 6M | +17.1% | +36.6% | -19.5% | +7.1% |
| YTD | +84.7% | +44.2% | +40.4% | +65.1% |
| 1Y | +199.9% | -18.0% | +217.9% | +197.8% |
| 3Y | +232.8% | -19.9% | +252.7% | +205.7% |
| 5Y | +198.6% | +257.7% | -59.1% | +83.1% |
| All | +1,646.8% | +357.0% | +1,289.8% | +796.0% |
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