-28.8%
ELF vs ET
+35.8%
-64.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -10.8% | +1.4% | -12.2% | -10.8% |
| 30D | +0.8% | +4.6% | -3.8% | +0.9% |
| 3M | +64.8% | +16.0% | +48.7% | +63.2% |
| 6M | +19.0% | +22.8% | -3.8% | +11.6% |
| YTD | +25.9% | +38.9% | -12.9% | +6.0% |
| 1Y | -28.8% | +34.1% | -62.9% | -40.6% |
| All | -28.8% | +35.8% | -64.6% | -40.6% |
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