-24.7%
U vs ELF
+536.4%
-561.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.0% |
| 7D | +36.6% | +4.0% | +32.6% | +35.1% |
| 30D | +13.3% | +10.6% | +2.7% | +10.3% |
| 3M | +26.2% | +25.8% | +0.4% | +18.1% |
| 6M | +88.7% | +89.1% | -0.3% | +58.3% |
| YTD | +16.6% | +52.7% | -36.2% | +0.5% |
| 1Y | +29.0% | +51.7% | -22.8% | +11.0% |
| 3Y | +99.5% | +14.2% | +85.3% | +47.2% |
| 5Y | -66.1% | +270.7% | -336.8% | -90.1% |
| All | -24.7% | +536.4% | -561.1% | -80.9% |
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