-63.8%
XYZ vs ELF
+264.1%
-327.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.1% | -2.8% |
| 7D | -2.1% | +3.4% | -5.5% | -3.0% |
| 30D | +7.0% | +5.0% | +2.1% | +5.7% |
| 3M | +5.1% | +22.6% | -17.5% | -1.1% |
| 6M | +14.1% | +104.0% | -89.9% | -8.4% |
| YTD | +26.4% | +49.3% | -22.9% | +9.2% |
| 1Y | +25.1% | +46.0% | -21.0% | +8.5% |
| 3Y | +59.7% | +19.4% | +40.3% | +9.7% |
| 5Y | -63.8% | +262.0% | -325.8% | -93.0% |
| All | -63.8% | +264.1% | -327.9% | -93.0% |
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