+279.2%
ELF vs NTR
+22.4%
+256.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +4.3% | -0.6% | +4.8% | +4.3% |
| 30D | +7.7% | +5.4% | +2.4% | +7.4% |
| 3M | +24.7% | +7.3% | +17.4% | +24.1% |
| 6M | +114.6% | +2.2% | +112.4% | +114.1% |
| YTD | +55.8% | +18.9% | +36.9% | +52.4% |
| 1Y | +51.9% | +23.7% | +28.2% | +48.1% |
| 3Y | +24.6% | +47.5% | -23.0% | +18.3% |
| 5Y | +279.2% | +22.0% | +257.2% | +226.4% |
| All | +279.2% | +22.4% | +256.8% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling