+29.8%
XYZ vs ELF
+48.3%
-18.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.2% |
| 7D | +12.6% | +6.3% | +6.3% | +11.1% |
| 30D | +10.8% | +8.5% | +2.3% | +8.8% |
| 3M | +8.4% | +24.4% | -16.1% | +3.2% |
| 6M | +14.3% | +94.7% | -80.4% | -2.8% |
| YTD | +31.5% | +55.9% | -24.4% | +15.8% |
| All | +29.8% | +48.3% | -18.5% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling