+210.1%
W vs ELF
+332.6%
-122.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -1.0% |
| 7D | +0.2% | +1.6% | -1.4% | -0.4% |
| 30D | +6.8% | +9.1% | -2.3% | +3.5% |
| 3M | +10.7% | +28.2% | -17.5% | +0.7% |
| 6M | +86.3% | +119.5% | -33.2% | +39.3% |
| YTD | +11.5% | +55.2% | -43.7% | -7.5% |
| 1Y | +5.1% | +58.6% | -53.5% | -13.9% |
| 3Y | +171.0% | +21.3% | +149.7% | +115.9% |
| 5Y | -56.6% | +276.2% | -332.8% | -77.4% |
| All | +210.1% | +332.6% | -122.5% | +24.3% |
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