+114.6%
ELF vs NTR
+5.7%
+109.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.2% |
| 7D | +4.3% | -0.6% | +4.8% | +4.1% |
| 30D | +7.7% | +5.4% | +2.4% | +8.8% |
| 3M | +24.7% | +7.3% | +17.4% | +27.8% |
| 6M | +114.6% | +2.2% | +112.4% | +117.1% |
| All | +114.6% | +5.7% | +109.0% | +117.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling