+58.6%
ELF vs ET
+25.8%
+32.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +1.6% | +2.5% | -1.0% | +2.3% |
| 30D | +9.1% | -2.5% | +11.6% | +8.5% |
| 3M | +28.2% | -4.9% | +33.0% | +26.5% |
| 6M | +119.5% | -0.1% | +119.6% | +120.2% |
| YTD | +55.2% | +26.2% | +28.9% | +33.8% |
| 1Y | +58.6% | +25.2% | +33.4% | +37.8% |
| All | +58.6% | +25.8% | +32.8% | +37.8% |
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