+40.1%
W vs ELF
-17.1%
+57.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.7% |
| 7D | -4.2% | +5.4% | -9.5% | -6.2% |
| 30D | -7.6% | +27.0% | -34.5% | -16.1% |
| 3M | +37.2% | +113.2% | -76.0% | +3.0% |
| 6M | +26.3% | +36.6% | -10.3% | +10.3% |
| YTD | -1.0% | +44.2% | -45.2% | -16.2% |
| 1Y | +20.1% | -18.0% | +38.1% | +21.0% |
| All | +40.1% | -17.1% | +57.2% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling