+454.5%
V vs ELF
+357.0%
+97.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +0.6% | +6.3% | -5.7% | -0.1% |
| 30D | +9.7% | +8.5% | +1.2% | +8.6% |
| 3M | +17.3% | +24.4% | -7.1% | +14.1% |
| 6M | +33.2% | +94.7% | -61.5% | +22.2% |
| YTD | +21.3% | +55.9% | -34.5% | +13.4% |
| 1Y | +27.3% | +48.4% | -21.1% | +19.5% |
| 3Y | +76.1% | +24.6% | +51.5% | +54.3% |
| 5Y | +103.5% | +285.0% | -181.6% | +39.4% |
| 10Y | +454.5% | +357.2% | +97.2% | +218.9% |
| All | +454.5% | +357.0% | +97.4% | +218.9% |
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