-23.3%
ELF vs ET
+96.2%
-119.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +5.9% | +6.9% | -0.9% | +3.0% |
| 3M | +99.5% | +13.1% | +86.4% | +88.8% |
| 6M | +26.5% | +18.7% | +7.8% | +16.1% |
| YTD | +37.2% | +37.4% | -0.3% | +16.2% |
| 1Y | -24.4% | +34.8% | -59.2% | -35.3% |
| 3Y | -23.3% | +96.8% | -120.1% | -45.4% |
| All | -23.3% | +96.2% | -119.6% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling