+631.8%
XYZ vs ELF
+383.9%
+247.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.1% |
| 7D | +12.1% | +4.0% | +8.2% | +11.0% |
| 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% | -1.1% |
| YTD | +31.3% | +52.7% | -21.4% | +12.8% |
| 1Y | +20.5% | +51.7% | -31.2% | +3.4% |
| 3Y | +72.6% | +14.2% | +58.4% | +36.0% |
| 5Y | -64.0% | +270.7% | -334.7% | -82.5% |
| 10Y | +601.8% | +341.9% | +259.9% | +154.5% |
| All | +631.8% | +383.9% | +247.9% | +164.8% |
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