+585.8%
XYZ vs ELF
+334.6%
+251.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -1.8% |
| 7D | +2.9% | -1.2% | +4.0% | +3.2% |
| 30D | +1.4% | +5.9% | -4.5% | -0.4% |
| 3M | +14.6% | +99.5% | -85.0% | -7.1% |
| 6M | +20.8% | +26.5% | -5.8% | +10.7% |
| YTD | +23.1% | +37.2% | -14.1% | +9.1% |
| 1Y | +5.6% | -24.4% | +30.1% | +8.2% |
| 3Y | +50.9% | -23.3% | +74.2% | +35.0% |
| 5Y | -68.6% | +245.2% | -313.7% | -84.4% |
| All | +585.8% | +334.6% | +251.2% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling