+771.4%
ELF vs AVTR
+3.6%
+767.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.5% |
| 7D | -1.2% | +7.4% | -8.6% | -3.5% |
| 30D | +5.9% | +12.2% | -6.3% | +1.9% |
| 3M | +99.5% | +57.4% | +42.1% | +68.7% |
| 6M | +26.5% | +86.7% | -60.1% | +0.5% |
| YTD | +37.2% | +33.1% | +4.1% | +21.5% |
| 1Y | -24.4% | +16.1% | -40.6% | -31.1% |
| 3Y | -23.3% | -24.6% | +1.3% | -20.7% |
| 5Y | +245.2% | -63.5% | +308.7% | +348.5% |
| All | +771.4% | +3.6% | +767.8% | +618.6% |
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