+338.3%
ELF vs ET
+159.3%
+179.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 3M | +25.8% | -5.2% | +31.1% | +27.5% |
| 6M | +89.1% | +0.3% | +88.8% | +87.3% |
| YTD | +52.7% | +23.1% | +29.6% | +40.7% |
| 1Y | +51.7% | +22.7% | +29.0% | +39.9% |
| 3Y | +14.2% | +75.4% | -61.2% | -6.6% |
| 5Y | +270.7% | +202.6% | +68.1% | +149.8% |
| 10Y | +341.9% | +213.0% | +129.0% | +190.9% |
| All | +338.3% | +159.3% | +179.0% | +203.8% |
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