+382.8%
V vs ELF
+357.0%
+25.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -1.7% | +5.4% | -7.1% | -2.3% |
| 30D | +2.0% | +27.0% | -25.0% | -1.0% |
| 3M | +17.4% | +113.2% | -95.8% | +6.9% |
| 6M | +17.5% | +36.6% | -19.1% | +12.3% |
| YTD | +7.6% | +44.2% | -36.6% | +1.6% |
| 1Y | +7.7% | -18.0% | +25.7% | +7.5% |
| 3Y | +54.7% | -19.9% | +74.6% | +45.0% |
| 5Y | +73.0% | +257.7% | -184.6% | +19.9% |
| All | +382.8% | +357.0% | +25.9% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling