+277.7%
ELF vs ET
+191.8%
+85.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.8% | -4.3% |
| 7D | -6.8% | +0.6% | -7.4% | -7.0% |
| 30D | +5.1% | +5.3% | -0.2% | +3.2% |
| 3M | +79.8% | +15.6% | +64.1% | +70.7% |
| 6M | +29.7% | +20.6% | +9.1% | +20.9% |
| YTD | +31.6% | +38.5% | -6.9% | +16.9% |
| 1Y | -27.9% | +35.7% | -63.6% | -35.5% |
| 3Y | -26.4% | +98.4% | -124.8% | -42.1% |
| 5Y | +235.6% | +245.3% | -9.7% | +116.7% |
| All | +277.7% | +191.8% | +85.9% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling