+374.6%
V vs ELF
+334.6%
+39.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.1% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +1.9% | +5.9% | -4.0% | +1.1% |
| 3M | +15.5% | +99.5% | -84.0% | +6.1% |
| 6M | +16.6% | +26.5% | -9.9% | +12.4% |
| YTD | +5.7% | +37.2% | -31.4% | +0.4% |
| 1Y | +8.6% | -24.4% | +33.0% | +9.4% |
| 3Y | +52.5% | -23.3% | +75.8% | +43.7% |
| 5Y | +67.1% | +245.2% | -178.0% | +16.2% |
| All | +374.6% | +334.6% | +39.9% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling