-68.0%
U vs ELF
+239.6%
-307.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.9% |
| 7D | +4.5% | -1.2% | +5.6% | +4.7% |
| 30D | -0.6% | +5.9% | -6.5% | -2.5% |
| 3M | +48.4% | +99.5% | -51.1% | +23.0% |
| 6M | +115.4% | +26.5% | +88.8% | +98.6% |
| YTD | -3.2% | +37.2% | -40.4% | -14.2% |
| 1Y | -6.0% | -24.4% | +18.4% | -3.4% |
| 3Y | +13.5% | -23.3% | +36.8% | -4.3% |
| 5Y | -68.0% | +245.2% | -313.2% | -93.6% |
| All | -68.0% | +239.6% | -307.6% | -93.6% |
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