0.0%
W vs ELF
+56.1%
-56.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | +1.1% | +6.3% | -5.2% | -1.3% |
| 30D | +6.4% | +8.5% | -2.1% | +3.0% |
| 3M | +9.0% | +24.4% | -15.5% | -0.8% |
| 6M | +69.8% | +94.7% | -24.9% | +32.3% |
| YTD | +12.1% | +55.9% | -43.8% | -8.6% |
| 1Y | 0.0% | +48.4% | -48.4% | -17.7% |
| All | 0.0% | +56.1% | -56.1% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling