-18.0%
ELF vs ET
+31.4%
-49.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +5.4% | +0.9% | +4.5% | +5.4% |
| 30D | +27.0% | +7.5% | +19.5% | +27.3% |
| 3M | +113.2% | +11.4% | +101.8% | +113.4% |
| 6M | +36.6% | +18.5% | +18.0% | +31.7% |
| YTD | +44.2% | +37.4% | +6.8% | +25.4% |
| 1Y | -18.0% | +30.9% | -48.9% | -31.8% |
| All | -18.0% | +31.4% | -49.4% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling