+848.5%
ELF vs AVTR
+6.1%
+842.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.9% |
| 7D | +3.4% | +3.2% | +0.2% | +2.3% |
| 30D | +5.0% | +0.5% | +4.5% | +4.8% |
| 3M | +22.6% | +12.1% | +10.4% | +17.7% |
| 6M | +104.0% | +91.2% | +12.8% | +60.5% |
| YTD | +49.3% | +36.3% | +13.0% | +30.9% |
| 1Y | +46.0% | +35.2% | +10.8% | +28.0% |
| 3Y | +19.4% | -15.8% | +35.2% | +19.5% |
| 5Y | +262.0% | -58.9% | +320.9% | +352.1% |
| All | +848.5% | +6.1% | +842.3% | +674.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling