+16.8%
ELF vs ET
+80.9%
-64.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +4.0% | -7.9% | +11.9% | +6.8% |
| 30D | +10.6% | -5.9% | +16.5% | +12.7% |
| 3M | +25.8% | -5.2% | +31.1% | +27.4% |
| 6M | +89.1% | +0.3% | +88.8% | +86.0% |
| YTD | +52.7% | +23.1% | +29.6% | +34.1% |
| 1Y | +51.7% | +22.7% | +29.0% | +33.5% |
| All | +16.8% | +80.9% | -64.1% | -12.1% |
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