-23.3%
ELF vs NTR
+42.0%
-65.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.0% |
| 7D | -1.2% | +3.8% | -5.0% | -1.6% |
| 30D | +5.9% | +25.2% | -19.3% | +3.5% |
| 3M | +99.5% | +21.0% | +78.5% | +95.2% |
| 6M | +26.5% | +7.6% | +18.9% | +25.1% |
| YTD | +37.2% | +32.9% | +4.3% | +29.4% |
| 1Y | -24.4% | +43.1% | -67.5% | -30.0% |
| 3Y | -23.3% | +41.6% | -64.9% | -28.8% |
| All | -23.3% | +42.0% | -65.3% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling