+132.3%
W vs ELF
+357.0%
-224.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.8% |
| 7D | -4.2% | +5.4% | -9.5% | -6.0% |
| 30D | -7.6% | +27.0% | -34.5% | -15.6% |
| 3M | +37.2% | +113.2% | -76.0% | +4.5% |
| 6M | +26.3% | +36.6% | -10.3% | +11.2% |
| YTD | -1.0% | +44.2% | -45.2% | -15.3% |
| 1Y | +20.1% | -18.0% | +38.1% | +20.6% |
| 3Y | +37.8% | -19.9% | +57.7% | +26.2% |
| 5Y | -63.7% | +257.7% | -321.3% | -80.4% |
| All | +132.3% | +357.0% | -224.7% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling