+599.5%
XYZ vs ELF
+337.1%
+262.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.1% |
| 7D | +12.1% | +4.0% | +8.2% | +10.9% |
| 30D | +12.4% | +10.6% | +1.8% | +9.2% |
| 3M | +8.2% | +25.8% | -17.6% | +0.9% |
| 6M | +20.7% | +89.1% | -68.4% | -1.2% |
| YTD | +31.3% | +52.7% | -21.4% | +12.6% |
| 1Y | +20.5% | +51.7% | -31.2% | +3.3% |
| 3Y | +72.6% | +14.2% | +58.4% | +35.6% |
| 5Y | -64.0% | +270.7% | -334.7% | -82.6% |
| All | +599.5% | +337.1% | +262.4% | +151.5% |
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 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