-18.0%
ELF vs NTR
+43.1%
-61.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +1.9% |
| 7D | +5.4% | +8.1% | -2.8% | +6.6% |
| 30D | +27.0% | +18.8% | +8.2% | +30.8% |
| 3M | +113.2% | +16.2% | +97.0% | +118.6% |
| 6M | +36.6% | +9.8% | +26.8% | +38.7% |
| YTD | +44.2% | +30.9% | +13.4% | +47.8% |
| 1Y | -18.0% | +41.8% | -59.7% | -8.7% |
| All | -18.0% | +43.1% | -61.1% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling