+347.2%
ELF vs ET
+166.3%
+180.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.3% |
| 7D | +6.3% | -1.9% | +8.2% | +6.9% |
| 30D | +8.5% | -3.1% | +11.6% | +9.4% |
| 3M | +24.4% | -3.9% | +28.3% | +25.6% |
| 6M | +94.7% | +4.0% | +90.7% | +90.6% |
| YTD | +55.9% | +26.4% | +29.4% | +42.3% |
| 1Y | +48.4% | +24.9% | +23.5% | +36.0% |
| 3Y | +24.6% | +85.2% | -60.5% | +0.2% |
| 5Y | +285.0% | +218.3% | +66.7% | +155.2% |
| 10Y | +357.2% | +172.0% | +185.3% | +195.5% |
| All | +347.2% | +166.3% | +180.9% | +207.3% |
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