-18.0%
ELF vs AVTR
+16.8%
-34.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.4% |
| 7D | +5.4% | +2.7% | +2.7% | +4.8% |
| 30D | +27.0% | +12.1% | +14.9% | +24.2% |
| 3M | +113.2% | +57.2% | +56.0% | +91.1% |
| 6M | +36.6% | +73.1% | -36.5% | +19.1% |
| YTD | +44.2% | +30.6% | +13.6% | +32.4% |
| 1Y | -18.0% | +13.5% | -31.5% | -24.8% |
| All | -18.0% | +16.8% | -34.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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