+870.3%
ELF vs AVTR
+5.1%
+865.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.0% |
| 7D | +4.0% | -3.6% | +7.6% | +5.3% |
| 30D | +10.6% | +0.8% | +9.8% | +10.2% |
| 3M | +25.8% | +17.4% | +8.4% | +19.0% |
| 6M | +89.1% | +83.5% | +5.5% | +51.0% |
| YTD | +52.7% | +35.0% | +17.7% | +34.3% |
| 1Y | +51.7% | +36.7% | +15.1% | +32.4% |
| 3Y | +14.2% | -15.3% | +29.5% | +14.0% |
| 5Y | +270.7% | -59.5% | +330.2% | +364.9% |
| All | +870.3% | +5.1% | +865.2% | +694.5% |
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