+17.8%
YUM vs ELF
-29.5%
+47.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.1% |
| 7D | -6.1% | -11.6% | +5.6% | -5.6% |
| 30D | -5.8% | +4.6% | -10.5% | -6.0% |
| 3M | -7.6% | +59.7% | -67.3% | -9.4% |
| 6M | -9.1% | +21.2% | -30.4% | -10.1% |
| YTD | -5.5% | +27.4% | -33.0% | -6.8% |
| 1Y | -3.7% | -29.8% | +26.1% | -3.4% |
| 3Y | +17.8% | -28.5% | +46.3% | +14.4% |
| All | +17.8% | -29.5% | +47.3% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling