-63.1%
W vs ELF
+259.0%
-322.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.6% |
| 7D | -4.2% | +5.4% | -9.5% | -6.6% |
| 30D | -7.6% | +27.0% | -34.5% | -17.7% |
| 3M | +37.2% | +113.2% | -76.0% | -3.3% |
| 6M | +26.3% | +36.6% | -10.3% | +7.1% |
| YTD | -1.0% | +44.2% | -45.2% | -19.4% |
| 1Y | +20.1% | -18.0% | +38.1% | +20.6% |
| 3Y | +37.8% | -19.9% | +57.7% | +12.6% |
| All | -63.1% | +259.0% | -322.1% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling