+332.2%
ELF vs NTR
+97.9%
+234.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -11.6% | -1.3% | -10.4% | -11.4% |
| 30D | +4.6% | +16.8% | -12.1% | +1.0% |
| 3M | +59.7% | +20.7% | +39.0% | +52.4% |
| 6M | +21.2% | +0.5% | +20.7% | +19.8% |
| YTD | +27.4% | +29.2% | -1.7% | +17.7% |
| 1Y | -29.8% | +39.6% | -69.4% | -36.9% |
| 3Y | -28.5% | +37.9% | -66.3% | -36.5% |
| 5Y | +220.0% | +47.1% | +173.0% | +145.5% |
| All | +332.2% | +97.9% | +234.3% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling