+21.3%
ELF vs MTB
+106.3%
-85.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.6% |
| 7D | +1.6% | +1.5% | 0.0% | +0.8% |
| 30D | +9.1% | +2.3% | +6.8% | +7.8% |
| 3M | +28.2% | -12.1% | +40.3% | +36.6% |
| 6M | +119.5% | +9.8% | +109.7% | +107.7% |
| YTD | +55.2% | +12.0% | +43.2% | +44.7% |
| 1Y | +58.6% | +22.0% | +36.6% | +41.3% |
| 3Y | +21.3% | +107.6% | -86.3% | -22.9% |
| All | +21.3% | +106.3% | -85.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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