+444.1%
V vs ELF
+383.9%
+60.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.7% |
| 7D | +2.2% | +4.0% | -1.8% | +1.7% |
| 30D | +13.6% | +10.6% | +3.0% | +12.2% |
| 3M | +14.3% | +25.8% | -11.5% | +11.0% |
| 6M | +33.1% | +89.1% | -56.0% | +22.6% |
| YTD | +21.2% | +52.7% | -31.5% | +13.6% |
| 1Y | +26.4% | +51.7% | -25.3% | +18.3% |
| 3Y | +77.6% | +14.2% | +63.4% | +57.9% |
| 5Y | +102.6% | +270.7% | -168.1% | +40.0% |
| 10Y | +464.4% | +341.9% | +122.5% | +229.6% |
| All | +444.1% | +383.9% | +60.2% | +217.7% |
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