+27.1%
V vs ELF
+57.2%
-30.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | -0.8% | +7.8% | -8.6% | -1.2% |
| 30D | +9.5% | +9.3% | +0.3% | +9.0% |
| 3M | +16.7% | +21.2% | -4.5% | +15.5% |
| 6M | +32.9% | +96.1% | -63.2% | +28.9% |
| YTD | +21.1% | +57.0% | -35.9% | +19.1% |
| All | +27.1% | +57.2% | -30.2% | +25.1% |
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