-19.5%
ELF vs MTB
+109.6%
-129.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.4% | +1.7% | +3.6% | +4.4% |
| 30D | +27.0% | -4.2% | +31.2% | +29.4% |
| 3M | +113.2% | +8.9% | +104.3% | +104.1% |
| 6M | +36.6% | +10.9% | +25.7% | +29.4% |
| YTD | +44.2% | +21.5% | +22.7% | +30.2% |
| 1Y | -18.0% | +21.9% | -39.9% | -26.2% |
| All | -19.5% | +109.6% | -129.2% | -43.1% |
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