+29.3%
V vs ELF
-3.2%
+32.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.8% |
| 7D | +9.0% | -1.5% | +10.5% | +9.0% |
| 30D | +18.1% | +9.5% | +8.6% | +17.6% |
| 3M | +18.3% | +29.4% | -11.0% | +17.1% |
| 6M | +34.1% | +83.7% | -49.6% | +31.0% |
| YTD | +25.2% | +49.4% | -24.2% | +23.2% |
| 1Y | +29.3% | -3.9% | +33.3% | +28.2% |
| All | +29.3% | -3.2% | +32.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling