+133.5%
W vs ELF
+334.6%
-201.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +2.3% |
| 7D | +6.5% | -1.2% | +7.7% | +6.9% |
| 30D | -6.2% | +5.9% | -12.1% | -8.3% |
| 3M | +48.9% | +99.5% | -50.6% | +16.2% |
| 6M | +31.2% | +26.5% | +4.7% | +18.7% |
| YTD | -0.4% | +37.2% | -37.6% | -13.4% |
| 1Y | +14.8% | -24.4% | +39.2% | +18.8% |
| 3Y | +40.5% | -23.3% | +63.8% | +30.7% |
| 5Y | -62.1% | +245.2% | -307.3% | -79.3% |
| All | +133.5% | +334.6% | -201.1% | -1.2% |
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 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