+99.1%
V vs ELF
+266.1%
-167.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.4% |
| 7D | +2.2% | +4.0% | -1.8% | +1.9% |
| 30D | +13.6% | +10.6% | +3.0% | +12.6% |
| 3M | +14.3% | +25.8% | -11.5% | +12.1% |
| 6M | +33.1% | +89.1% | -56.0% | +26.0% |
| YTD | +21.2% | +52.7% | -31.5% | +16.1% |
| 1Y | +26.4% | +51.7% | -25.3% | +21.0% |
| 3Y | +77.6% | +14.2% | +63.4% | +58.3% |
| All | +99.1% | +266.1% | -167.1% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling