+816.2%
ELF vs AVTR
+1.7%
+814.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.6% | +2.6% |
| 7D | +5.4% | +2.7% | +2.7% | +4.4% |
| 30D | +27.0% | +12.1% | +14.9% | +22.3% |
| 3M | +113.2% | +57.2% | +56.0% | +80.4% |
| 6M | +36.6% | +73.1% | -36.5% | +11.3% |
| YTD | +44.2% | +30.6% | +13.6% | +28.6% |
| 1Y | -18.0% | +13.5% | -31.5% | -24.6% |
| 3Y | -19.9% | -31.0% | +11.1% | -14.7% |
| 5Y | +257.7% | -63.2% | +320.9% | +363.4% |
| All | +816.2% | +1.7% | +814.5% | +660.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling