+99.5%
U vs ELF
+18.9%
+80.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.5% |
| 7D | +36.6% | +4.0% | +32.6% | +35.6% |
| 30D | +13.3% | +10.6% | +2.7% | +11.3% |
| 3M | +26.2% | +25.8% | +0.4% | +20.8% |
| 6M | +88.7% | +89.1% | -0.3% | +68.6% |
| YTD | +16.6% | +52.7% | -36.2% | +6.1% |
| 1Y | +29.0% | +51.7% | -22.8% | +17.3% |
| 3Y | +99.5% | +14.2% | +85.3% | +47.0% |
| All | +99.5% | +18.9% | +80.6% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling