+897.1%
ELF vs AVTR
+8.1%
+889.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +1.8% |
| 7D | +7.8% | +1.9% | +5.9% | +7.2% |
| 30D | +9.3% | +1.5% | +7.7% | +8.7% |
| 3M | +21.2% | +17.1% | +4.1% | +14.7% |
| 6M | +96.1% | +91.5% | +4.6% | +54.4% |
| YTD | +57.0% | +38.8% | +18.1% | +36.8% |
| 1Y | +61.9% | +37.7% | +24.1% | +41.0% |
| 3Y | +20.0% | -13.5% | +33.5% | +19.0% |
| 5Y | +284.8% | -59.3% | +344.1% | +382.3% |
| All | +897.1% | +8.1% | +889.0% | +709.1% |
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