+274.4%
ELF vs ET
+201.0%
+73.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +4.0% | -7.9% | +11.9% | +6.7% |
| 30D | +10.6% | -5.9% | +16.5% | +12.6% |
| 3M | +25.8% | -5.2% | +31.1% | +27.4% |
| 6M | +89.1% | +0.3% | +88.8% | +86.9% |
| YTD | +52.7% | +23.1% | +29.6% | +38.7% |
| 1Y | +51.7% | +22.7% | +29.0% | +38.0% |
| 3Y | +14.2% | +75.4% | -61.2% | -7.0% |
| All | +274.4% | +201.0% | +73.4% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling