+313.8%
ELF vs ET
+189.4%
+124.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | +27.0% | +7.5% | +19.5% | +23.8% |
| 3M | +113.2% | +11.4% | +101.8% | +105.0% |
| 6M | +36.6% | +18.5% | +18.0% | +28.1% |
| YTD | +44.2% | +37.4% | +6.8% | +28.5% |
| 1Y | -18.0% | +30.9% | -48.9% | -25.7% |
| 3Y | -19.9% | +98.7% | -118.7% | -37.0% |
| 5Y | +257.7% | +230.7% | +27.0% | +134.3% |
| All | +313.8% | +189.4% | +124.5% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling