-54.2%
W vs ELF
+266.1%
-320.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.2% | -4.1% |
| 7D | -3.6% | +4.0% | -7.6% | -5.3% |
| 30D | +7.0% | +10.6% | -3.6% | +2.1% |
| 3M | +7.4% | +25.8% | -18.4% | -4.0% |
| 6M | +69.3% | +89.1% | -19.8% | +25.1% |
| YTD | +11.3% | +52.7% | -41.5% | -12.0% |
| 1Y | +13.2% | +51.7% | -38.5% | -10.9% |
| 3Y | +142.0% | +14.2% | +127.8% | +59.0% |
| All | -54.2% | +266.1% | -320.4% | -92.5% |
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